+404.5%
TSM vs LYFT
+39.4%
+365.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.9% |
| 7D | +1.0% | -8.4% | +9.4% | +2.5% |
| 30D | +1.0% | -7.6% | +8.6% | +2.2% |
| 3M | +2.9% | +11.7% | -8.9% | +0.3% |
| 6M | +22.8% | +15.1% | +7.7% | +18.9% |
| YTD | +43.3% | -20.9% | +64.2% | +47.3% |
| 1Y | +69.2% | -16.4% | +85.6% | +70.4% |
| 3Y | +404.5% | +35.2% | +369.3% | +336.2% |
| All | +404.5% | +39.4% | +365.1% | +336.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling