+11.7%
DASH vs LYFT
-64.6%
+76.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.4% | -3.5% |
| 7D | -10.6% | -5.5% | -5.0% | -8.7% |
| 30D | +2.2% | +1.5% | +0.7% | +1.4% |
| 3M | +32.3% | +18.4% | +13.9% | +24.3% |
| 6M | +19.1% | +20.8% | -1.7% | +10.9% |
| YTD | -6.5% | -13.7% | +7.2% | -2.6% |
| 1Y | -14.9% | -0.4% | -14.5% | -17.9% |
| 3Y | +151.9% | +35.5% | +116.4% | +83.6% |
| 5Y | +9.4% | -65.3% | +74.8% | +34.6% |
| All | +11.7% | -64.6% | +76.3% | +37.5% |
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