-10.8%
TTWO vs LYFT
-1.1%
-9.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.0% |
| 7D | -8.8% | -5.5% | -3.3% | -7.6% |
| 30D | -8.6% | +1.5% | -10.1% | -8.9% |
| 3M | -0.9% | +18.4% | -19.3% | -4.3% |
| 6M | -0.5% | +20.8% | -21.3% | -4.6% |
| YTD | -16.1% | -13.7% | -2.5% | -16.3% |
| 1Y | -10.8% | -0.4% | -10.4% | -13.0% |
| All | -10.8% | -1.1% | -9.7% | -13.0% |
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