-98.3%
DFNS vs LYFT
-1.1%
-97.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +3.5% |
| 7D | -16.0% | -5.5% | -10.5% | -11.9% |
| 30D | -77.7% | +1.5% | -79.2% | -79.0% |
| 3M | -77.2% | +18.4% | -95.6% | -80.7% |
| 6M | -95.2% | +20.8% | -116.0% | -95.9% |
| YTD | -98.0% | -13.7% | -84.3% | -98.2% |
| 1Y | -98.3% | -0.4% | -97.8% | -98.4% |
| All | -98.3% | -1.1% | -97.2% | -98.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling