-25.9%
STRL vs LYFT
-6.2%
-19.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +12.4% | -33.9% | -20.0% |
| 7D | -27.1% | +14.7% | -41.7% | -25.7% |
| 30D | -45.8% | +19.1% | -64.9% | -44.9% |
| 3M | -47.6% | +12.0% | -59.6% | -46.7% |
| 6M | -46.4% | +33.3% | -79.7% | -46.4% |
| YTD | -7.4% | -3.3% | -4.1% | -4.4% |
| 1Y | -25.9% | -3.5% | -22.4% | -25.5% |
| All | -25.9% | -6.2% | -19.6% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling