+92.1%
FAST vs LYFT
+35.6%
+56.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.3% | +7.1% | -0.6% |
| 7D | +1.8% | -14.1% | +15.9% | +2.9% |
| 30D | -6.4% | -13.7% | +7.2% | -5.5% |
| 3M | +5.3% | +7.4% | -2.1% | +4.6% |
| 6M | +5.4% | +8.3% | -2.9% | +4.4% |
| YTD | +23.6% | -23.1% | +46.7% | +25.2% |
| 1Y | +4.1% | -19.0% | +23.0% | +4.6% |
| All | +92.1% | +35.6% | +56.5% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling