+2,138.0%
STX vs LYFT
-82.5%
+2,220.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.0% | -5.7% | -4.0% |
| 7D | -2.3% | -8.4% | +6.1% | -1.0% |
| 30D | -5.5% | -7.6% | +2.1% | -4.5% |
| 3M | -4.3% | +11.7% | -16.0% | -6.8% |
| 6M | +115.6% | +15.1% | +100.5% | +108.8% |
| YTD | +202.2% | -20.9% | +223.1% | +209.4% |
| 1Y | +325.3% | -16.4% | +341.7% | +330.0% |
| 3Y | +1,283.9% | +35.2% | +1,248.7% | +1,130.6% |
| 5Y | +1,048.3% | -69.4% | +1,117.7% | +1,088.3% |
| All | +2,138.0% | -82.5% | +2,220.4% | +1,934.3% |
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