+32.6%
LYFT vs STLD
+136.9%
-104.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.4% |
| 7D | -13.1% | -3.6% | -9.4% | -11.8% |
| 30D | -14.4% | -10.1% | -4.3% | -11.1% |
| 3M | +12.2% | -11.4% | +23.6% | +16.4% |
| 6M | +13.4% | +30.8% | -17.5% | -2.8% |
| YTD | -22.5% | +40.7% | -63.1% | -36.7% |
| 1Y | -20.8% | +80.8% | -101.5% | -44.1% |
| All | +32.6% | +136.9% | -104.4% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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