+102.6%
DLR vs LYFT
-82.5%
+185.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.6% |
| 7D | +0.1% | -8.4% | +8.5% | +0.7% |
| 30D | -4.3% | -7.6% | +3.3% | -3.8% |
| 3M | +3.8% | +11.7% | -7.9% | +2.7% |
| 6M | +5.8% | +15.1% | -9.3% | +4.3% |
| YTD | +23.5% | -20.9% | +44.4% | +25.0% |
| 1Y | +11.1% | -16.4% | +27.5% | +11.5% |
| 3Y | +57.9% | +35.2% | +22.7% | +48.9% |
| 5Y | +44.0% | -69.4% | +113.3% | +39.3% |
| All | +102.6% | -82.5% | +185.1% | +92.3% |
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 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