+52.2%
TOST vs LYFT
+35.6%
+16.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.3% | +5.7% | +0.1% |
| 7D | -4.7% | -14.1% | +9.5% | -0.1% |
| 30D | -9.1% | -13.7% | +4.6% | -5.0% |
| 3M | +29.8% | +7.4% | +22.4% | +26.5% |
| 6M | +10.0% | +8.3% | +1.8% | +6.7% |
| YTD | -8.6% | -23.1% | +14.5% | -2.5% |
| 1Y | -20.7% | -19.0% | -1.7% | -17.8% |
| All | +52.2% | +35.6% | +16.6% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling