+49.5%
TXN vs LYFT
-19.5%
+69.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.8% | +3.7% |
| 7D | +4.0% | -8.4% | +12.3% | +4.5% |
| 30D | -2.9% | -7.6% | +4.7% | -2.5% |
| 3M | -9.1% | +11.7% | -20.8% | -9.9% |
| 6M | +36.6% | +15.1% | +21.5% | +34.1% |
| YTD | +57.5% | -20.9% | +78.4% | +61.8% |
| 1Y | +49.5% | -16.4% | +65.9% | +54.0% |
| All | +49.5% | -19.5% | +69.1% | +54.0% |
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