-80.4%
LYFT vs DG
+15.7%
-96.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.8% |
| 7D | -8.4% | -6.5% | -1.9% | -7.4% |
| 30D | -7.6% | +4.2% | -11.8% | -8.2% |
| 3M | +11.7% | +9.5% | +2.2% | +10.2% |
| 6M | +15.1% | -13.1% | +28.2% | +16.8% |
| YTD | -20.9% | -4.8% | -16.1% | -20.7% |
| 1Y | -16.4% | +20.6% | -37.0% | -18.9% |
| 3Y | +35.2% | +4.9% | +30.3% | +31.2% |
| 5Y | -69.4% | -37.9% | -31.5% | -67.7% |
| All | -80.4% | +15.7% | -96.2% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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