-29.4%
TSCO vs LYFT
-6.2%
-23.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.4% | -8.2% | +2.9% |
| 7D | +15.7% | +14.7% | +1.0% | +14.1% |
| 30D | +16.4% | +19.1% | -2.7% | +14.6% |
| 3M | +11.2% | +12.0% | -0.8% | +9.7% |
| 6M | +14.9% | +33.3% | -18.4% | +12.6% |
| YTD | -25.4% | -3.3% | -22.2% | -26.2% |
| 1Y | -29.4% | -3.5% | -25.9% | -30.5% |
| All | -29.4% | -6.2% | -23.2% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling