+2,224.7%
STX vs LYFT
-82.8%
+2,307.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.8% |
| 7D | +8.0% | -13.1% | +21.1% | +10.2% |
| 30D | +5.1% | -14.4% | +19.5% | +7.4% |
| 3M | +5.8% | +12.2% | -6.4% | +2.9% |
| 6M | +124.9% | +13.4% | +111.6% | +118.4% |
| YTD | +213.9% | -22.5% | +236.4% | +222.5% |
| 1Y | +350.4% | -20.8% | +371.2% | +359.2% |
| 3Y | +1,314.2% | +38.8% | +1,275.4% | +1,152.0% |
| 5Y | +1,092.8% | -70.0% | +1,162.8% | +1,138.3% |
| All | +2,224.7% | -82.8% | +2,307.5% | +2,020.0% |
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