+3,981.8%
STRL vs LYFT
-82.5%
+4,064.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.0% | +3.4% | +5.0% |
| 7D | +5.0% | -8.4% | +13.4% | +6.8% |
| 30D | -6.9% | -7.6% | +0.7% | -5.7% |
| 3M | -39.1% | +11.7% | -50.8% | -41.0% |
| 6M | +21.5% | +15.1% | +6.4% | +16.6% |
| YTD | +66.9% | -20.9% | +87.8% | +71.6% |
| 1Y | +61.6% | -16.4% | +78.0% | +63.3% |
| 3Y | +560.0% | +35.2% | +524.8% | +466.2% |
| 5Y | +2,238.9% | -69.4% | +2,308.2% | +2,449.1% |
| All | +3,981.8% | -82.5% | +4,064.2% | +3,953.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling