+560.0%
STRL vs LYFT
+39.4%
+520.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.0% | +3.4% | +5.0% |
| 7D | +5.0% | -8.4% | +13.4% | +6.7% |
| 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% | +16.4% |
| YTD | +66.9% | -20.9% | +87.8% | +71.9% |
| 1Y | +61.6% | -16.4% | +78.0% | +63.4% |
| 3Y | +560.0% | +35.2% | +524.8% | +471.9% |
| All | +560.0% | +39.4% | +520.6% | +471.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling