+100.7%
ROST vs LYFT
+39.4%
+61.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +2.2% |
| 7D | +0.2% | -8.4% | +8.6% | +1.0% |
| 30D | -6.9% | -7.6% | +0.7% | -6.3% |
| 3M | -3.3% | +11.7% | -15.1% | -4.4% |
| 6M | +9.0% | +15.1% | -6.1% | +7.4% |
| YTD | +28.9% | -20.9% | +49.8% | +30.5% |
| 1Y | +54.0% | -16.4% | +70.4% | +54.4% |
| 3Y | +100.7% | +35.2% | +65.5% | +81.3% |
| All | +100.7% | +39.4% | +61.3% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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