+178.9%
DXCM vs LYFT
-82.5%
+261.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.7% | -2.1% |
| 7D | -5.5% | -8.4% | +2.8% | -4.3% |
| 30D | -8.6% | -7.6% | -1.0% | -7.6% |
| 3M | +10.3% | +11.7% | -1.4% | +8.2% |
| 6M | +25.2% | +15.1% | +10.1% | +22.1% |
| YTD | +25.1% | -20.9% | +46.0% | +28.4% |
| 1Y | +9.2% | -16.4% | +25.6% | +10.1% |
| 3Y | -22.6% | +35.2% | -57.8% | -31.3% |
| 5Y | -39.5% | -69.4% | +29.8% | -36.9% |
| All | +178.9% | -82.5% | +261.3% | +146.6% |
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