+64.6%
DAL vs LYFT
-82.5%
+147.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.6% |
| 7D | -0.3% | -8.4% | +8.0% | +2.1% |
| 30D | -11.1% | -7.6% | -3.5% | -9.3% |
| 3M | -2.1% | +11.7% | -13.8% | -5.8% |
| 6M | +35.8% | +15.1% | +20.7% | +29.1% |
| YTD | +16.0% | -20.9% | +37.0% | +22.1% |
| 1Y | +33.7% | -16.4% | +50.0% | +36.5% |
| 3Y | +102.3% | +35.2% | +67.1% | +59.6% |
| 5Y | +110.3% | -69.4% | +179.7% | +143.7% |
| All | +64.6% | -82.5% | +147.1% | +60.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling