+485.1%
TT vs LYFT
-82.5%
+567.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.4% |
| 7D | -1.2% | -8.4% | +7.2% | -0.2% |
| 30D | -7.3% | -7.6% | +0.3% | -6.5% |
| 3M | -3.6% | +11.7% | -15.3% | -5.2% |
| 6M | +2.8% | +15.1% | -12.3% | +0.4% |
| YTD | +14.5% | -20.9% | +35.4% | +16.7% |
| 1Y | +7.4% | -16.4% | +23.8% | +8.0% |
| 3Y | +116.2% | +35.2% | +81.0% | +94.0% |
| 5Y | +147.4% | -69.4% | +216.7% | +159.2% |
| All | +485.1% | -82.5% | +567.6% | +465.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling