+61.2%
DAL vs LYFT
-82.8%
+144.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.9% |
| 7D | -0.6% | -13.1% | +12.4% | +3.3% |
| 30D | -13.5% | -14.4% | +0.9% | -9.7% |
| 3M | +2.6% | +12.2% | -9.6% | -1.4% |
| 6M | +32.7% | +13.4% | +19.3% | +26.7% |
| YTD | +13.6% | -22.5% | +36.1% | +20.3% |
| 1Y | +28.8% | -20.8% | +49.6% | +33.6% |
| 3Y | +98.2% | +38.8% | +59.3% | +54.9% |
| 5Y | +105.9% | -70.0% | +175.9% | +139.9% |
| All | +61.2% | -82.8% | +144.0% | +57.6% |
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