+115.6%
DT vs LYFT
-75.2%
+190.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -2.5% | -13.1% | +10.5% | +0.4% |
| 30D | +3.5% | -14.4% | +17.9% | +6.9% |
| 3M | +26.7% | +12.2% | +14.5% | +22.9% |
| 6M | +36.1% | +13.4% | +22.8% | +31.5% |
| YTD | +18.6% | -22.5% | +41.1% | +23.6% |
| 1Y | +7.9% | -20.8% | +28.7% | +10.6% |
| 3Y | +8.6% | +38.8% | -30.2% | -12.4% |
| 5Y | -26.7% | -70.0% | +43.3% | -19.0% |
| All | +115.6% | -75.2% | +190.8% | +141.5% |
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