-81.0%
LYFT vs STLD
+696.7%
-777.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.2% | -8.4% | -8.3% |
| 7D | -14.1% | -2.8% | -11.3% | -12.9% |
| 30D | -13.7% | -10.4% | -3.3% | -9.4% |
| 3M | +7.4% | -10.6% | +18.0% | +11.6% |
| 6M | +8.3% | +32.7% | -24.4% | -9.0% |
| YTD | -23.1% | +42.8% | -65.9% | -38.4% |
| 1Y | -19.0% | +86.9% | -105.9% | -44.2% |
| 3Y | +37.7% | +143.8% | -106.1% | -19.7% |
| 5Y | -70.5% | +293.5% | -364.0% | -88.4% |
| All | -81.0% | +696.7% | -777.6% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling