+116.2%
TT vs LYFT
+39.4%
+76.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.4% |
| 7D | -1.2% | -8.4% | +7.2% | -0.5% |
| 30D | -7.3% | -7.6% | +0.3% | -6.7% |
| 3M | -3.6% | +11.7% | -15.3% | -4.8% |
| 6M | +2.8% | +15.1% | -12.3% | +1.0% |
| YTD | +14.5% | -20.9% | +35.4% | +16.2% |
| 1Y | +7.4% | -16.4% | +23.8% | +7.8% |
| 3Y | +116.2% | +35.2% | +81.0% | +98.4% |
| All | +116.2% | +39.4% | +76.8% | +98.4% |
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 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