-80.4%
LYFT vs DKS
+366.5%
-446.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +0.9% |
| 7D | -8.4% | -2.0% | -6.3% | -7.5% |
| 30D | -7.6% | -32.7% | +25.1% | +6.9% |
| 3M | +11.7% | -38.8% | +50.5% | +34.7% |
| 6M | +15.1% | -29.4% | +44.5% | +27.6% |
| YTD | -20.9% | -30.3% | +9.4% | -12.5% |
| 1Y | -16.4% | -39.6% | +23.2% | -1.5% |
| 3Y | +35.2% | +32.2% | +3.0% | +0.8% |
| 5Y | -69.4% | +15.1% | -84.5% | -77.2% |
| All | -80.4% | +366.5% | -446.9% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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