-70.4%
LYFT vs DLTR
+30.4%
-100.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -8.4% | -10.1% | +1.7% | -5.8% |
| 30D | -7.6% | -8.1% | +0.5% | -5.6% |
| 3M | +11.7% | +2.9% | +8.9% | +11.0% |
| 6M | +15.1% | +4.3% | +10.8% | +13.1% |
| YTD | -20.9% | -3.9% | -17.0% | -20.9% |
| 1Y | -16.4% | +18.9% | -35.3% | -21.4% |
| 3Y | +35.2% | +1.9% | +33.3% | +28.5% |
| All | -70.4% | +30.4% | -100.8% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling