-81.0%
LYFT vs DOC
-4.9%
-76.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.6% | -7.7% | -7.9% |
| 7D | -14.1% | -3.0% | -11.1% | -12.4% |
| 30D | -13.7% | -2.0% | -11.7% | -12.6% |
| 3M | +7.4% | +0.9% | +6.5% | +6.6% |
| 6M | +8.3% | +20.8% | -12.5% | -6.3% |
| YTD | -23.1% | +32.5% | -55.5% | -37.7% |
| 1Y | -19.0% | +20.7% | -39.7% | -30.5% |
| 3Y | +37.7% | +23.1% | +14.6% | +14.0% |
| 5Y | -70.5% | -24.3% | -46.2% | -66.3% |
| All | -81.0% | -4.9% | -76.0% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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