+140.7%
DASH vs LYFT
+47.8%
+92.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.5% | -4.6% |
| 7D | -11.2% | -3.2% | -8.0% | -10.4% |
| 30D | -7.3% | -7.0% | -0.3% | -5.7% |
| 3M | +31.4% | +15.8% | +15.6% | +26.9% |
| 6M | +11.9% | +22.6% | -10.7% | +6.6% |
| YTD | -11.5% | -16.2% | +4.7% | -9.1% |
| 1Y | -20.0% | -8.3% | -11.7% | -20.4% |
| All | +140.7% | +47.8% | +92.9% | +84.1% |
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