-45.7%
TOST vs LYFT
-69.6%
+23.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +1.2% |
| 7D | -3.4% | -5.5% | +2.1% | -1.5% |
| 30D | -2.4% | +1.5% | -3.9% | -3.2% |
| 3M | +34.6% | +18.4% | +16.2% | +26.2% |
| 6M | +15.2% | +20.8% | -5.6% | +6.7% |
| YTD | -4.4% | -13.7% | +9.3% | -0.8% |
| 1Y | -17.4% | -0.4% | -17.0% | -20.2% |
| 3Y | +54.5% | +35.5% | +19.0% | +18.1% |
| All | -45.7% | -69.6% | +23.9% | -20.5% |
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