+35.2%
LYFT vs DGX
+96.4%
-61.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.9% |
| 7D | -8.4% | -0.9% | -7.5% | -8.3% |
| 30D | -7.6% | -1.2% | -6.4% | -7.5% |
| 3M | +11.7% | +15.8% | -4.0% | +10.5% |
| 6M | +15.1% | +18.2% | -3.1% | +13.6% |
| YTD | -20.9% | +37.2% | -58.1% | -23.7% |
| 1Y | -16.4% | +30.4% | -46.7% | -18.9% |
| 3Y | +35.2% | +96.7% | -61.5% | +26.3% |
| All | +35.2% | +96.4% | -61.2% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling