+371.8%
DOCN vs LYFT
+51.6%
+320.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -2.9% | +15.5% | +13.5% |
| 7D | +16.3% | -3.2% | +19.5% | +17.2% |
| 30D | +2.0% | -7.0% | +9.0% | +3.6% |
| 3M | -25.2% | +15.8% | -41.0% | -30.0% |
| 6M | +132.7% | +22.6% | +110.1% | +113.1% |
| YTD | +163.3% | -16.2% | +179.4% | +171.4% |
| 1Y | +280.3% | -8.3% | +288.6% | +276.1% |
| 3Y | +371.8% | +50.1% | +321.8% | +234.7% |
| All | +371.8% | +51.6% | +320.2% | +234.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling