+91.1%
TSCO vs LYFT
-82.5%
+173.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.7% |
| 7D | -5.7% | -8.4% | +2.7% | -4.9% |
| 30D | -8.8% | -7.6% | -1.2% | -8.2% |
| 3M | +6.3% | +11.7% | -5.4% | +5.1% |
| 6M | -32.3% | +15.1% | -47.4% | -33.3% |
| YTD | -32.7% | -20.9% | -11.8% | -31.7% |
| 1Y | -43.7% | -16.4% | -27.3% | -43.4% |
| 3Y | -19.7% | +35.2% | -54.9% | -25.6% |
| 5Y | -11.6% | -69.4% | +57.7% | -11.3% |
| All | +91.1% | -82.5% | +173.6% | +77.1% |
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