+319.1%
FAST vs LYFT
-80.2%
+399.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.0% |
| 7D | +4.3% | -7.7% | +12.0% | +5.0% |
| 30D | +8.3% | +7.3% | +1.0% | +7.5% |
| 3M | +6.5% | -1.4% | +7.9% | +6.4% |
| 6M | +29.5% | +24.7% | +4.9% | +26.5% |
| YTD | +41.3% | -10.7% | +52.0% | +41.5% |
| 1Y | +37.4% | -28.5% | +65.9% | +40.2% |
| 3Y | +98.5% | +68.5% | +30.0% | +80.7% |
| 5Y | +111.1% | -67.5% | +178.6% | +113.9% |
| All | +319.1% | -80.2% | +399.3% | +299.8% |
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