-0.4%
LYFT vs DD
+41.5%
-41.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | -5.5% | -3.5% | -2.0% | -5.0% |
| 30D | +1.5% | -10.3% | +11.8% | +3.0% |
| 3M | +18.4% | -7.5% | +26.0% | +19.7% |
| 6M | +20.8% | -8.0% | +28.8% | +22.0% |
| YTD | -13.7% | +10.5% | -24.2% | -15.8% |
| 1Y | -0.4% | +38.3% | -38.7% | -1.3% |
| All | -0.4% | +41.5% | -41.9% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling