-28.0%
DHR vs LYFT
-69.9%
+41.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.4% |
| 7D | -3.6% | -8.4% | +4.8% | -2.8% |
| 30D | -2.7% | -7.6% | +4.9% | -2.0% |
| 3M | +10.9% | +11.7% | -0.8% | +9.6% |
| 6M | +3.0% | +15.1% | -12.1% | +1.4% |
| YTD | -12.2% | -20.9% | +8.7% | -10.8% |
| 1Y | +3.3% | -16.4% | +19.7% | +3.8% |
| 3Y | -8.2% | +35.2% | -43.4% | -15.0% |
| All | -28.0% | -69.9% | +41.9% | -35.3% |
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