-50.3%
DOCS vs LYFT
-72.7%
+22.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.5% | -1.8% |
| 7D | -1.4% | -5.5% | +4.1% | +0.3% |
| 30D | +21.8% | +1.5% | +20.4% | +21.8% |
| 3M | +27.3% | +18.4% | +8.9% | +21.2% |
| 6M | -0.3% | +20.8% | -21.1% | -5.3% |
| YTD | -40.5% | -13.7% | -26.8% | -38.3% |
| 1Y | -61.5% | -0.4% | -61.1% | -62.5% |
| 3Y | +8.2% | +35.5% | -27.3% | -16.1% |
| 5Y | -73.4% | -65.3% | -8.1% | -69.6% |
| All | -50.3% | -72.7% | +22.4% | -48.2% |
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 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