+62.2%
DAL vs LYFT
-82.9%
+145.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | +2.1% |
| 7D | +0.8% | -14.1% | +14.9% | +5.2% |
| 30D | -11.7% | -13.7% | +1.9% | -8.1% |
| 3M | -2.7% | +7.4% | -10.2% | -5.3% |
| 6M | +30.7% | +8.3% | +22.4% | +26.4% |
| YTD | +14.4% | -23.1% | +37.4% | +21.3% |
| 1Y | +31.2% | -19.0% | +50.2% | +35.2% |
| 3Y | +99.4% | +37.7% | +61.7% | +56.3% |
| 5Y | +98.6% | -70.5% | +169.1% | +132.9% |
| All | +62.2% | -82.9% | +145.2% | +59.0% |
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 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