+68.5%
STRL vs LYFT
-1.1%
+69.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.2% | +9.0% | +6.0% |
| 7D | +3.4% | -5.5% | +8.9% | +3.9% |
| 30D | -9.2% | +1.5% | -10.7% | -9.6% |
| 3M | -51.0% | +18.4% | -69.5% | -52.3% |
| 6M | +15.8% | +20.8% | -5.0% | +11.8% |
| YTD | +58.9% | -13.7% | +72.5% | +62.2% |
| 1Y | +68.5% | -0.4% | +68.9% | +75.5% |
| All | +68.5% | -1.1% | +69.6% | +75.5% |
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