-15.2%
DOW vs LYFT
-82.5%
+67.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.4% |
| 7D | -1.4% | -8.4% | +7.0% | 0.0% |
| 30D | -3.9% | -7.6% | +3.7% | -2.8% |
| 3M | -12.7% | +11.7% | -24.4% | -14.9% |
| 6M | -13.7% | +15.1% | -28.8% | -16.7% |
| YTD | +28.4% | -20.9% | +49.3% | +31.5% |
| 1Y | +21.8% | -16.4% | +38.1% | +22.4% |
| 3Y | -35.7% | +35.2% | -70.9% | -44.3% |
| 5Y | -36.8% | -69.4% | +32.5% | -31.9% |
| All | -15.2% | -82.5% | +67.3% | -23.3% |
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