+3,854.9%
STRL vs LYFT
-82.9%
+3,937.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.3% | +6.8% | +0.2% |
| 7D | +8.2% | -14.1% | +22.3% | +11.4% |
| 30D | -6.3% | -13.7% | +7.4% | -3.9% |
| 3M | -41.2% | +7.4% | -48.6% | -42.6% |
| 6M | +20.4% | +8.3% | +12.1% | +16.9% |
| YTD | +61.7% | -23.1% | +84.8% | +67.2% |
| 1Y | +72.7% | -19.0% | +91.7% | +75.5% |
| 3Y | +530.9% | +37.7% | +493.2% | +438.9% |
| 5Y | +2,125.4% | -70.5% | +2,195.9% | +2,345.2% |
| All | +3,854.9% | -82.9% | +3,937.8% | +3,848.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling