-80.4%
LYFT vs LDOS
+121.8%
-202.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -8.4% | -3.1% | -5.2% | -7.0% |
| 30D | -7.6% | -8.2% | +0.6% | -4.1% |
| 3M | +11.7% | +5.9% | +5.8% | +7.6% |
| 6M | +15.1% | -25.2% | +40.3% | +30.5% |
| YTD | -20.9% | -28.1% | +7.2% | -8.4% |
| 1Y | -16.4% | -29.7% | +13.3% | -2.6% |
| 3Y | +35.2% | +39.0% | -3.8% | +7.1% |
| 5Y | -69.4% | +41.3% | -110.7% | -77.6% |
| All | -80.4% | +121.8% | -202.2% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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