-70.4%
LYFT vs STLD
+286.6%
-357.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.6% |
| 7D | -8.4% | -0.9% | -7.4% | -8.1% |
| 30D | -7.6% | -8.9% | +1.3% | -4.9% |
| 3M | +11.7% | -14.0% | +25.8% | +16.7% |
| 6M | +15.1% | +30.8% | -15.7% | +1.9% |
| YTD | -20.9% | +42.3% | -63.2% | -32.7% |
| 1Y | -16.4% | +81.1% | -97.5% | -35.8% |
| 3Y | +35.2% | +149.2% | -114.0% | -8.1% |
| All | -70.4% | +286.6% | -357.0% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling