+87.1%
DOCN vs LYFT
-72.7%
+159.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.0% |
| 7D | -12.1% | +2.1% | -14.2% | -13.3% |
| 30D | -41.0% | +4.9% | -45.9% | -42.5% |
| 3M | -38.7% | -1.4% | -37.3% | -39.7% |
| 6M | -51.5% | +18.6% | -70.1% | -56.1% |
| YTD | +65.3% | -12.1% | +77.4% | +65.7% |
| 1Y | +53.9% | -28.2% | +82.1% | +66.0% |
| 3Y | +215.6% | +65.9% | +149.7% | +114.8% |
| 5Y | -26.2% | -68.8% | +42.7% | -10.6% |
| All | +87.1% | -72.7% | +159.8% | +124.2% |
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