-80.4%
LYFT vs D
+18.2%
-98.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.3% |
| 7D | -8.4% | -2.2% | -6.1% | -7.8% |
| 30D | -7.6% | -4.5% | -3.1% | -6.6% |
| 3M | +11.7% | -2.5% | +14.3% | +12.4% |
| 6M | +15.1% | +5.5% | +9.6% | +12.9% |
| YTD | -20.9% | +13.3% | -34.2% | -24.0% |
| 1Y | -16.4% | +11.8% | -28.2% | -19.6% |
| 3Y | +35.2% | +56.7% | -21.5% | +15.2% |
| 5Y | -69.4% | +4.3% | -73.6% | -71.3% |
| All | -80.4% | +18.2% | -98.6% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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