-80.4%
LYFT vs DD
+60.0%
-140.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | -8.4% | -3.5% | -4.9% | -6.3% |
| 30D | -7.6% | -11.7% | +4.1% | -0.5% |
| 3M | +11.7% | -9.2% | +21.0% | +18.0% |
| 6M | +15.1% | -7.2% | +22.3% | +18.4% |
| YTD | -20.9% | +6.6% | -27.5% | -26.4% |
| 1Y | -16.4% | +32.0% | -48.4% | -32.6% |
| 3Y | +35.2% | +42.1% | -6.9% | +2.3% |
| 5Y | -69.4% | +58.1% | -127.4% | -78.9% |
| All | -80.4% | +60.0% | -140.4% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling