+35.2%
LYFT vs OUST
+596.8%
-561.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -8.4% | -3.0% | -5.4% | -7.9% |
| 30D | -7.6% | -23.4% | +15.8% | -3.6% |
| 3M | +11.7% | -10.8% | +22.5% | +9.3% |
| 6M | +15.1% | +42.7% | -27.6% | -0.9% |
| YTD | -20.9% | +63.3% | -84.2% | -34.6% |
| 1Y | -16.4% | +15.0% | -31.3% | -27.6% |
| 3Y | +35.2% | +610.9% | -575.6% | -41.5% |
| All | +35.2% | +596.8% | -561.6% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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