+195.0%
VLO vs LYFT
+39.4%
+155.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.2% |
| 7D | +5.3% | -8.4% | +13.7% | +5.9% |
| 30D | +18.2% | -7.6% | +25.8% | +18.8% |
| 3M | +53.3% | +11.7% | +41.6% | +51.4% |
| 6M | +70.4% | +15.1% | +55.3% | +67.5% |
| YTD | +143.4% | -20.9% | +164.3% | +146.5% |
| 1Y | +153.0% | -16.4% | +169.4% | +153.7% |
| 3Y | +195.0% | +35.2% | +159.7% | +177.6% |
| All | +195.0% | +39.4% | +155.6% | +177.6% |
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