-17.2%
DASH vs LYFT
-6.2%
-11.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +12.4% | -4.1% | +2.7% |
| 7D | +17.2% | +14.7% | +2.5% | +10.2% |
| 30D | +3.6% | +19.1% | -15.6% | -4.2% |
| 3M | -1.9% | +12.0% | -13.9% | -7.2% |
| 6M | +15.1% | +33.3% | -18.2% | +1.1% |
| YTD | -12.3% | -3.3% | -9.1% | -21.0% |
| 1Y | -17.2% | -3.5% | -13.7% | -24.6% |
| All | -17.2% | -6.2% | -11.0% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling