-70.4%
LYFT vs DRI
+65.5%
-135.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.2% |
| 7D | -8.4% | -3.2% | -5.2% | -6.2% |
| 30D | -7.6% | -7.8% | +0.2% | -2.4% |
| 3M | +11.7% | +0.4% | +11.4% | +10.5% |
| 6M | +15.1% | +4.8% | +10.3% | +9.2% |
| YTD | -20.9% | +16.7% | -37.6% | -32.2% |
| 1Y | -16.4% | +1.5% | -17.9% | -20.4% |
| 3Y | +35.2% | +56.3% | -21.0% | -16.7% |
| All | -70.4% | +65.5% | -135.9% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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