-80.4%
LYFT vs DTE
+60.4%
-140.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.8% |
| 7D | -8.4% | -2.6% | -5.8% | -6.9% |
| 30D | -7.6% | -4.4% | -3.2% | -5.0% |
| 3M | +11.7% | -8.3% | +20.1% | +17.5% |
| 6M | +15.1% | -8.1% | +23.2% | +19.6% |
| YTD | -20.9% | +4.4% | -25.3% | -25.0% |
| 1Y | -16.4% | +0.2% | -16.5% | -18.5% |
| 3Y | +35.2% | +42.6% | -7.4% | -1.6% |
| 5Y | -69.4% | +31.5% | -100.8% | -77.7% |
| All | -80.4% | +60.4% | -140.8% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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