-80.8%
LYFT vs DRI
+111.0%
-191.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.5% |
| 7D | -13.1% | -4.8% | -8.3% | -9.8% |
| 30D | -14.4% | -5.2% | -9.2% | -11.3% |
| 3M | +12.2% | +2.7% | +9.4% | +8.9% |
| 6M | +13.4% | +3.6% | +9.7% | +8.2% |
| YTD | -22.5% | +15.4% | -37.9% | -32.7% |
| 1Y | -20.8% | +1.3% | -22.0% | -25.0% |
| 3Y | +38.8% | +53.1% | -14.3% | -7.2% |
| 5Y | -70.0% | +64.6% | -134.5% | -80.8% |
| All | -80.8% | +111.0% | -191.8% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling