-99.9%
DFNS vs LYFT
-69.9%
-29.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -2.5% |
| 7D | -6.3% | -8.4% | +2.0% | -6.4% |
| 30D | -74.0% | -7.6% | -66.4% | -74.0% |
| 3M | -70.1% | +11.7% | -81.9% | -70.0% |
| 6M | -93.9% | +15.1% | -109.0% | -93.9% |
| YTD | -98.1% | -20.9% | -77.2% | -98.2% |
| 1Y | -98.3% | -16.4% | -81.9% | -98.3% |
| 3Y | -99.9% | +35.2% | -135.1% | -99.9% |
| All | -99.9% | -69.9% | -29.9% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling