-37.1%
DOCS vs LYFT
-72.3%
+35.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.3% |
| 7D | +2.6% | -0.6% | +3.2% | +2.7% |
| 30D | +11.4% | +3.0% | +8.4% | +10.2% |
| 3M | +25.4% | -0.9% | +26.3% | +25.3% |
| 6M | +42.5% | +24.1% | +18.4% | +34.1% |
| YTD | -24.7% | -12.3% | -12.4% | -22.4% |
| 1Y | -32.9% | -28.7% | -4.3% | -27.0% |
| 3Y | +39.6% | +73.8% | -34.2% | -0.9% |
| 5Y | -54.6% | -67.9% | +13.3% | -49.0% |
| All | -37.1% | -72.3% | +35.2% | -34.9% |
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