+336.7%
TPR vs LYFT
-81.4%
+418.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.9% | -3.0% |
| 7D | -3.4% | -3.2% | -0.2% | -2.6% |
| 30D | -27.3% | -7.0% | -20.3% | -26.1% |
| 3M | -16.2% | +15.8% | -32.1% | -19.9% |
| 6M | -17.9% | +22.6% | -40.5% | -23.1% |
| YTD | -7.1% | -16.2% | +9.0% | -4.5% |
| 1Y | +13.6% | -8.3% | +21.9% | +12.3% |
| 3Y | +293.7% | +50.1% | +243.7% | +205.6% |
| 5Y | +239.1% | -67.4% | +306.5% | +277.9% |
| All | +336.7% | -81.4% | +418.1% | +317.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LYFT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling