+181.7%
DXCM vs LYFT
-82.9%
+264.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.3% | +7.5% | +0.5% |
| 7D | -6.5% | -14.1% | +7.6% | -4.3% |
| 30D | -4.3% | -13.7% | +9.4% | -2.3% |
| 3M | +7.3% | +7.4% | -0.1% | +5.9% |
| 6M | +22.0% | +8.3% | +13.7% | +20.1% |
| YTD | +26.4% | -23.1% | +49.5% | +30.3% |
| 1Y | +7.0% | -19.0% | +26.0% | +8.3% |
| 3Y | -19.6% | +37.7% | -57.3% | -28.9% |
| 5Y | -39.3% | -70.5% | +31.2% | -36.3% |
| All | +181.7% | -82.9% | +264.7% | +150.2% |
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