+6.6%
DASH vs LYFT
-67.6%
+74.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.3% |
| 7D | -4.6% | -8.4% | +3.8% | -1.6% |
| 30D | -5.0% | -7.6% | +2.6% | -2.3% |
| 3M | +30.6% | +11.7% | +18.9% | +25.3% |
| 6M | +19.2% | +15.1% | +4.1% | +13.0% |
| YTD | -10.8% | -20.9% | +10.1% | -4.2% |
| 1Y | -22.4% | -16.4% | -6.0% | -20.2% |
| 3Y | +142.5% | +35.2% | +107.2% | +75.6% |
| 5Y | -4.0% | -69.4% | +65.4% | +24.2% |
| All | +6.6% | -67.6% | +74.1% | +35.2% |
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