+99.2%
DLR vs LYFT
-82.8%
+182.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.0% |
| 7D | -1.3% | -13.1% | +11.8% | -0.3% |
| 30D | -2.9% | -14.4% | +11.5% | -1.8% |
| 3M | +3.2% | +12.2% | -9.0% | +2.1% |
| 6M | +3.9% | +13.4% | -9.5% | +2.5% |
| YTD | +21.4% | -22.5% | +43.9% | +23.0% |
| 1Y | +9.7% | -20.8% | +30.5% | +10.5% |
| 3Y | +56.5% | +38.8% | +17.7% | +47.4% |
| 5Y | +41.5% | -70.0% | +111.5% | +37.1% |
| All | +99.2% | -82.8% | +182.0% | +89.3% |
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 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