+130.1%
DIA vs LYFT
-82.8%
+212.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -3.0% | -13.1% | +10.1% | -1.5% |
| 30D | -3.0% | -14.4% | +11.4% | -1.3% |
| 3M | +4.5% | +12.2% | -7.7% | +2.8% |
| 6M | +9.8% | +13.4% | -3.6% | +7.7% |
| YTD | +9.3% | -22.5% | +31.8% | +11.6% |
| 1Y | +16.0% | -20.8% | +36.7% | +17.5% |
| 3Y | +57.7% | +38.8% | +18.9% | +42.2% |
| 5Y | +63.8% | -70.0% | +133.7% | +73.1% |
| All | +130.1% | -82.8% | +212.9% | +110.5% |
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