-48.6%
TOST vs LYFT
-72.1%
+23.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.2% |
| 7D | -5.4% | -8.4% | +3.0% | -2.5% |
| 30D | -5.7% | -7.6% | +1.9% | -3.2% |
| 3M | +30.1% | +11.7% | +18.3% | +24.4% |
| 6M | +11.9% | +15.1% | -3.2% | +5.5% |
| YTD | -9.5% | -20.9% | +11.4% | -3.3% |
| 1Y | -21.3% | -16.4% | -4.9% | -18.8% |
| 3Y | +50.7% | +35.2% | +15.4% | +14.9% |
| All | -48.6% | -72.1% | +23.5% | -22.5% |
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