+99.3%
DAL vs LYFT
+35.6%
+63.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | +1.6% |
| 7D | +0.8% | -14.1% | +14.9% | +4.1% |
| 30D | -11.7% | -13.7% | +1.9% | -9.0% |
| 3M | -2.7% | +7.4% | -10.2% | -4.7% |
| 6M | +30.7% | +8.3% | +22.4% | +27.5% |
| YTD | +14.4% | -23.1% | +37.4% | +19.3% |
| 1Y | +31.2% | -19.0% | +50.2% | +34.2% |
| All | +99.3% | +35.6% | +63.8% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling