+515.5%
VLO vs LYFT
-82.5%
+597.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.9% |
| 7D | +5.3% | -8.4% | +13.7% | +6.8% |
| 30D | +18.2% | -7.6% | +25.8% | +19.7% |
| 3M | +53.3% | +11.7% | +41.6% | +49.2% |
| 6M | +70.4% | +15.1% | +55.3% | +64.2% |
| YTD | +143.4% | -20.9% | +164.3% | +149.3% |
| 1Y | +153.0% | -16.4% | +169.4% | +154.1% |
| 3Y | +195.0% | +35.2% | +159.7% | +147.6% |
| 5Y | +618.8% | -69.4% | +688.1% | +706.1% |
| All | +515.5% | -82.5% | +597.9% | +440.5% |
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