-18.0%
TTWO vs LYFT
-3.8%
-14.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +12.4% | -5.3% | +3.6% |
| 7D | +7.0% | +14.7% | -7.7% | +2.9% |
| 30D | +2.7% | +19.1% | -16.5% | -2.1% |
| 3M | -13.0% | +12.0% | -25.1% | -16.0% |
| 6M | -7.2% | +33.3% | -40.5% | -13.9% |
| YTD | -18.4% | -3.3% | -15.2% | -22.3% |
| All | -18.0% | -3.8% | -14.2% | -22.0% |
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