+271.1%
FAST vs LYFT
-81.4%
+352.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | -0.2% |
| 7D | +1.3% | -3.2% | +4.5% | +1.6% |
| 30D | -4.7% | -7.0% | +2.2% | -4.2% |
| 3M | +7.9% | +15.8% | -7.9% | +6.3% |
| 6M | +7.4% | +22.6% | -15.1% | +5.1% |
| YTD | +25.1% | -16.2% | +41.2% | +26.2% |
| 1Y | +4.7% | -8.3% | +13.0% | +4.3% |
| 3Y | +94.7% | +50.1% | +44.6% | +78.8% |
| 5Y | +106.8% | -67.4% | +174.2% | +109.0% |
| All | +271.1% | -81.4% | +352.5% | +256.5% |
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 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