-16.4%
LYFT vs DD
+34.9%
-51.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.0% |
| 7D | -8.4% | -3.5% | -4.9% | -7.7% |
| 30D | -7.6% | -11.7% | +4.1% | -5.6% |
| 3M | +11.7% | -9.2% | +21.0% | +13.7% |
| 6M | +15.1% | -7.2% | +22.3% | +16.3% |
| YTD | -20.9% | +6.6% | -27.5% | -23.3% |
| 1Y | -16.4% | +32.0% | -48.4% | -21.7% |
| All | -16.4% | +34.9% | -51.3% | -21.7% |
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