+211.8%
TXN vs LYFT
-82.5%
+294.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.8% | +3.5% |
| 7D | +4.0% | -8.4% | +12.3% | +5.3% |
| 30D | -2.9% | -7.6% | +4.7% | -1.9% |
| 3M | -9.1% | +11.7% | -20.8% | -11.0% |
| 6M | +36.6% | +15.1% | +21.5% | +32.6% |
| YTD | +57.5% | -20.9% | +78.4% | +61.2% |
| 1Y | +49.5% | -16.4% | +65.9% | +50.7% |
| 3Y | +76.5% | +35.2% | +41.3% | +56.6% |
| 5Y | +62.4% | -69.4% | +131.8% | +69.7% |
| All | +211.8% | -82.5% | +294.3% | +185.7% |
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