+166.4%
ROST vs LYFT
-82.5%
+248.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +2.0% |
| 7D | +0.2% | -8.4% | +8.6% | +1.8% |
| 30D | -6.9% | -7.6% | +0.7% | -5.6% |
| 3M | -3.3% | +11.7% | -15.1% | -5.7% |
| 6M | +9.0% | +15.1% | -6.1% | +5.5% |
| YTD | +28.9% | -20.9% | +49.8% | +32.6% |
| 1Y | +54.0% | -16.4% | +70.4% | +55.2% |
| 3Y | +100.7% | +35.2% | +65.5% | +68.4% |
| 5Y | +116.0% | -69.4% | +185.4% | +137.8% |
| All | +166.4% | -82.5% | +248.8% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling