+8.3%
LYFT vs D
+5.3%
+3.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.7% | -6.6% | -8.6% |
| 7D | -14.1% | -0.4% | -13.7% | -14.1% |
| 30D | -13.7% | -2.1% | -11.6% | -14.0% |
| 3M | +7.4% | -0.7% | +8.2% | +7.4% |
| 6M | +8.3% | +5.6% | +2.7% | +7.9% |
| All | +8.3% | +5.3% | +3.0% | +7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling