-80.4%
LYFT vs DVA
+236.6%
-317.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -8.4% | -1.3% | -7.0% | -8.0% |
| 30D | -7.6% | 0.0% | -7.6% | -7.7% |
| 3M | +11.7% | -10.9% | +22.7% | +14.8% |
| 6M | +15.1% | +17.3% | -2.2% | +6.5% |
| YTD | -20.9% | +59.8% | -80.7% | -36.1% |
| 1Y | -16.4% | +36.3% | -52.6% | -28.3% |
| 3Y | +35.2% | +88.6% | -53.4% | -0.7% |
| 5Y | -69.4% | +47.5% | -116.9% | -76.5% |
| All | -80.4% | +236.6% | -317.1% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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