+20.4%
STRL vs LYFT
+11.7%
+8.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.3% | +6.8% | -2.0% |
| 7D | +8.2% | -14.1% | +22.3% | +6.9% |
| 30D | -6.3% | -13.7% | +7.4% | -7.4% |
| 3M | -41.2% | +7.4% | -48.6% | -41.7% |
| 6M | +20.4% | +8.3% | +12.1% | +19.3% |
| All | +20.4% | +11.7% | +8.7% | +19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling