-78.8%
LYFT vs DECK
+243.2%
-322.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.4% | +0.4% | -1.7% |
| 7D | -6.9% | -3.7% | -3.2% | -5.2% |
| 30D | +1.4% | +0.6% | +0.8% | +1.2% |
| 3M | +0.2% | -7.3% | +7.5% | +4.0% |
| 6M | +19.7% | -10.9% | +30.6% | +25.6% |
| YTD | -14.2% | -18.5% | +4.2% | -8.6% |
| 1Y | -32.4% | +0.2% | -32.6% | -35.9% |
| 3Y | +61.9% | -19.8% | +81.7% | +46.5% |
| 5Y | -68.6% | +18.7% | -87.3% | -79.4% |
| All | -78.8% | +243.2% | -322.0% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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