-80.4%
LYFT vs DHI
+257.1%
-337.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.1% |
| 7D | -8.4% | -3.4% | -5.0% | -6.8% |
| 30D | -7.6% | -5.4% | -2.2% | -5.0% |
| 3M | +11.7% | -10.4% | +22.2% | +17.9% |
| 6M | +15.1% | -2.8% | +17.9% | +15.4% |
| YTD | -20.9% | -3.4% | -17.5% | -21.2% |
| 1Y | -16.4% | -22.9% | +6.5% | -7.1% |
| 3Y | +35.2% | +20.7% | +14.5% | +10.0% |
| 5Y | -69.4% | +62.1% | -131.5% | -79.8% |
| All | -80.4% | +257.1% | -337.5% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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