-80.4%
LYFT vs STLA
-32.3%
-48.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +0.9% |
| 7D | -8.4% | -2.9% | -5.5% | -7.0% |
| 30D | -7.6% | +0.9% | -8.5% | -8.4% |
| 3M | +11.7% | -21.6% | +33.4% | +24.9% |
| 6M | +15.1% | -21.6% | +36.7% | +26.5% |
| YTD | -20.9% | -50.4% | +29.5% | +6.7% |
| 1Y | -16.4% | -43.6% | +27.2% | +2.7% |
| 3Y | +35.2% | -66.4% | +101.6% | +112.1% |
| 5Y | -69.4% | -62.3% | -7.1% | -57.2% |
| All | -80.4% | -32.3% | -48.2% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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