+128.3%
TTWO vs LYFT
-82.5%
+210.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.9% |
| 7D | +0.4% | -8.4% | +8.7% | +1.4% |
| 30D | -11.3% | -7.6% | -3.7% | -10.6% |
| 3M | +1.6% | +11.7% | -10.1% | +0.2% |
| 6M | +2.1% | +15.1% | -13.0% | +0.1% |
| YTD | -15.8% | -20.9% | +5.1% | -14.1% |
| 1Y | -12.6% | -16.4% | +3.8% | -11.7% |
| 3Y | +48.2% | +35.2% | +13.0% | +36.9% |
| 5Y | +40.0% | -69.4% | +109.3% | +37.9% |
| All | +128.3% | -82.5% | +210.8% | +109.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling