+0.2%
DIS vs LYFT
-82.5%
+82.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.3% |
| 7D | +1.2% | -8.4% | +9.6% | +2.8% |
| 30D | +3.2% | -7.6% | +10.8% | +4.7% |
| 3M | +7.0% | +11.7% | -4.7% | +4.3% |
| 6M | +6.4% | +15.1% | -8.7% | +2.9% |
| YTD | -5.6% | -20.9% | +15.3% | -2.5% |
| 1Y | -7.7% | -16.4% | +8.7% | -6.6% |
| 3Y | +33.2% | +35.2% | -2.0% | +12.8% |
| 5Y | -40.3% | -69.4% | +29.1% | -35.8% |
| All | +0.2% | -82.5% | +82.6% | -13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling