+316.9%
FAST vs LYFT
-80.6%
+397.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.9% | -0.8% |
| 7D | +4.2% | -0.6% | +4.8% | +4.2% |
| 30D | +6.7% | +3.0% | +3.6% | +6.3% |
| 3M | +8.0% | -0.9% | +8.9% | +7.9% |
| 6M | +27.4% | +24.1% | +3.3% | +24.5% |
| YTD | +40.5% | -12.3% | +52.8% | +40.9% |
| 1Y | +38.4% | -28.7% | +67.0% | +41.2% |
| 3Y | +98.7% | +73.8% | +24.9% | +80.2% |
| 5Y | +106.7% | -67.9% | +174.6% | +109.7% |
| All | +316.9% | -80.6% | +397.4% | +298.2% |
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