-9.5%
DASH vs LYFT
-64.0%
+54.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.4% |
| 7D | -4.5% | -0.6% | -3.9% | -4.4% |
| 30D | -6.8% | +3.0% | -9.8% | -7.7% |
| 3M | -20.7% | -0.9% | -19.8% | -20.5% |
| 6M | +15.1% | +24.1% | -9.1% | +6.2% |
| YTD | -24.3% | -12.3% | -11.9% | -21.6% |
| 1Y | -12.1% | -28.7% | +16.5% | -2.6% |
| 3Y | +91.1% | +73.8% | +17.3% | +25.3% |
| 5Y | -30.3% | -67.9% | +37.7% | -9.4% |
| All | -9.5% | -64.0% | +54.6% | +10.7% |
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