-41.6%
LYFT vs OUST
-61.4%
+19.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.9% | -5.8% | -3.5% |
| 7D | -3.2% | +12.7% | -15.9% | -5.5% |
| 30D | -7.0% | -13.6% | +6.6% | -4.7% |
| 3M | +15.8% | -8.3% | +24.1% | +12.4% |
| 6M | +22.6% | +85.0% | -62.4% | -2.2% |
| YTD | -16.2% | +73.2% | -89.4% | -32.8% |
| 1Y | -8.3% | +32.5% | -40.8% | -24.4% |
| 3Y | +50.1% | +643.8% | -593.8% | -32.2% |
| 5Y | -67.4% | -52.1% | -15.3% | -77.7% |
| All | -41.6% | -61.4% | +19.8% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling