-54.4%
DOCS vs LYFT
-75.7%
+21.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.3% | +7.3% | +1.6% |
| 7D | -8.1% | -14.1% | +6.0% | -3.7% |
| 30D | -5.6% | -13.7% | +8.1% | -1.3% |
| 3M | +18.3% | +7.4% | +10.9% | +16.1% |
| 6M | -5.1% | +8.3% | -13.4% | -6.7% |
| YTD | -45.4% | -23.1% | -22.3% | -41.3% |
| 1Y | -65.2% | -19.0% | -46.2% | -63.9% |
| 3Y | +6.6% | +37.7% | -31.1% | -18.4% |
| 5Y | -76.1% | -70.5% | -5.6% | -71.6% |
| All | -54.4% | -75.7% | +21.3% | -50.7% |
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 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