-80.4%
LYFT vs DLTR
+13.9%
-94.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -8.4% | -10.1% | +1.7% | -5.0% |
| 30D | -7.6% | -8.1% | +0.5% | -5.0% |
| 3M | +11.7% | +2.9% | +8.9% | +10.7% |
| 6M | +15.1% | +4.3% | +10.8% | +12.2% |
| YTD | -20.9% | -3.9% | -17.0% | -21.1% |
| 1Y | -16.4% | +18.9% | -35.3% | -23.2% |
| 3Y | +35.2% | +1.9% | +33.3% | +25.8% |
| 5Y | -69.4% | +31.0% | -100.4% | -76.1% |
| All | -80.4% | +13.9% | -94.4% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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