-80.4%
LYFT vs DGX
+206.2%
-286.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.4% |
| 7D | -8.4% | -0.9% | -7.5% | -8.1% |
| 30D | -7.6% | -1.2% | -6.4% | -7.2% |
| 3M | +11.7% | +15.8% | -4.0% | +5.4% |
| 6M | +15.1% | +18.2% | -3.1% | +7.4% |
| YTD | -20.9% | +37.2% | -58.1% | -30.9% |
| 1Y | -16.4% | +30.4% | -46.7% | -25.7% |
| 3Y | +35.2% | +96.7% | -61.5% | -2.5% |
| 5Y | -69.4% | +67.2% | -136.5% | -76.7% |
| All | -80.4% | +206.2% | -286.6% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling