+497.1%
VST vs LYFT
-80.6%
+577.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.4% |
| 7D | +6.6% | -0.6% | +7.2% | +6.6% |
| 30D | -12.4% | +3.0% | -15.4% | -13.3% |
| 3M | -9.0% | -0.9% | -8.1% | -9.7% |
| 6M | -6.4% | +24.1% | -30.6% | -10.9% |
| YTD | -17.2% | -12.3% | -4.9% | -17.1% |
| 1Y | -22.0% | -28.7% | +6.6% | -19.4% |
| 3Y | +296.7% | +73.8% | +222.9% | +240.2% |
| 5Y | +637.6% | -67.9% | +705.5% | +681.5% |
| All | +497.1% | -80.6% | +577.7% | +406.4% |
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 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