-80.8%
LYFT vs STT
+262.1%
-342.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -13.1% | -1.4% | -11.7% | -12.3% |
| 30D | -14.4% | +2.2% | -16.5% | -15.8% |
| 3M | +12.2% | +18.8% | -6.6% | -0.9% |
| 6M | +13.4% | +57.9% | -44.6% | -18.1% |
| YTD | -22.5% | +51.0% | -73.5% | -42.3% |
| 1Y | -20.8% | +77.1% | -97.9% | -47.3% |
| 3Y | +38.8% | +199.8% | -161.0% | -36.2% |
| 5Y | -70.0% | +156.0% | -225.9% | -85.4% |
| All | -80.8% | +262.1% | -342.9% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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