+569.2%
VST vs LYFT
-80.9%
+650.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.8% | +4.0% |
| 7D | +8.9% | -5.5% | +14.4% | +9.8% |
| 30D | +6.2% | +1.5% | +4.7% | +5.8% |
| 3M | -2.7% | +18.4% | -21.1% | -5.7% |
| 6M | -8.4% | +20.8% | -29.2% | -11.9% |
| YTD | -7.2% | -13.7% | +6.5% | -6.1% |
| 1Y | -20.9% | -0.4% | -20.5% | -22.3% |
| 3Y | +384.0% | +35.5% | +348.5% | +331.9% |
| 5Y | +757.1% | -65.3% | +822.4% | +794.1% |
| All | +569.2% | -80.9% | +650.0% | +473.5% |
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