+490.5%
DDOG vs LYFT
-67.9%
+558.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | +3.2% | -13.1% | +16.3% | +7.0% |
| 30D | -10.2% | -14.4% | +4.2% | -6.7% |
| 3M | -2.6% | +12.2% | -14.8% | -6.4% |
| 6M | +80.1% | +13.4% | +66.8% | +72.4% |
| YTD | +63.0% | -22.5% | +85.5% | +72.1% |
| 1Y | +59.4% | -20.8% | +80.1% | +66.1% |
| 3Y | +127.0% | +38.8% | +88.2% | +83.6% |
| 5Y | +61.7% | -70.0% | +131.6% | +74.1% |
| All | +490.5% | -67.9% | +558.4% | +549.2% |
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 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