+73.8%
TXN vs LYFT
-8.4%
+82.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -4.8% | -5.9% | -10.5% |
| 7D | -10.7% | +8.7% | -19.4% | -10.8% |
| 30D | -6.0% | +13.2% | -19.2% | -6.3% |
| 3M | +0.6% | +8.3% | -7.6% | +0.4% |
| 6M | 0.0% | +26.6% | -26.6% | -1.1% |
| YTD | +63.8% | -7.9% | +71.7% | +69.5% |
| 1Y | +73.8% | -11.2% | +84.9% | +80.0% |
| All | +73.8% | -8.4% | +82.1% | +80.0% |
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