+5.3%
DT vs LYFT
+39.4%
-34.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.9% |
| 7D | -1.6% | -8.4% | +6.8% | -0.7% |
| 30D | +3.0% | -7.6% | +10.6% | +3.8% |
| 3M | +26.5% | +11.7% | +14.8% | +24.6% |
| 6M | +35.9% | +15.1% | +20.8% | +33.4% |
| YTD | +17.8% | -20.9% | +38.7% | +19.6% |
| 1Y | +4.1% | -16.4% | +20.4% | +4.7% |
| 3Y | +5.3% | +35.2% | -29.9% | -5.0% |
| All | +5.3% | +39.4% | -34.1% | -5.0% |
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