+565.0%
VST vs LYFT
-82.5%
+647.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.6% |
| 7D | -0.6% | -8.4% | +7.8% | +0.7% |
| 30D | +1.2% | -7.6% | +8.8% | +2.3% |
| 3M | +1.5% | +11.7% | -10.2% | -0.8% |
| 6M | -6.5% | +15.1% | -21.6% | -9.4% |
| YTD | -7.8% | -20.9% | +13.1% | -5.4% |
| 1Y | -26.9% | -16.4% | -10.5% | -26.3% |
| 3Y | +353.9% | +35.2% | +318.7% | +305.7% |
| 5Y | +782.7% | -69.4% | +852.1% | +841.5% |
| All | +565.0% | -82.5% | +647.5% | +477.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling