-44.5%
TOST vs LYFT
-69.1%
+24.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.2% | +2.7% |
| 7D | 0.0% | -0.6% | +0.7% | +0.2% |
| 30D | +16.2% | +3.0% | +13.1% | +14.8% |
| 3M | -1.5% | -0.9% | -0.7% | -1.6% |
| 6M | +55.3% | +24.1% | +31.2% | +42.6% |
| YTD | -2.3% | -12.3% | +10.0% | +0.5% |
| 1Y | -5.5% | -28.7% | +23.1% | +4.1% |
| 3Y | +151.1% | +73.8% | +77.3% | +73.9% |
| 5Y | -27.9% | -67.9% | +40.0% | -6.1% |
| All | -44.5% | -69.1% | +24.6% | -19.5% |
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 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