+9.0%
ROST vs LYFT
+14.2%
-5.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +2.1% |
| 7D | +0.2% | -8.4% | +8.6% | +1.3% |
| 30D | -6.9% | -7.6% | +0.7% | -6.0% |
| 3M | -3.3% | +11.7% | -15.1% | -4.9% |
| 6M | +9.0% | +15.1% | -6.1% | +6.1% |
| All | +9.0% | +14.2% | -5.2% | +6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling