-80.4%
LYFT vs STZ
-19.3%
-61.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.6% |
| 7D | -8.4% | -4.5% | -3.9% | -6.1% |
| 30D | -7.6% | -8.6% | +1.0% | -3.2% |
| 3M | +11.7% | -13.8% | +25.5% | +20.2% |
| 6M | +15.1% | -17.2% | +32.3% | +25.1% |
| YTD | -20.9% | -9.4% | -11.5% | -19.6% |
| 1Y | -16.4% | -11.9% | -4.5% | -14.2% |
| 3Y | +35.2% | -49.6% | +84.8% | +92.4% |
| 5Y | -69.4% | -37.2% | -32.2% | -64.3% |
| All | -80.4% | -19.3% | -61.2% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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