+32.6%
LYFT vs LDOS
+40.3%
-7.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -13.1% | -2.1% | -11.0% | -12.4% |
| 30D | -14.4% | -8.0% | -6.3% | -12.1% |
| 3M | +12.2% | +6.8% | +5.3% | +9.1% |
| 6M | +13.4% | -24.5% | +37.8% | +25.4% |
| YTD | -22.5% | -27.8% | +5.3% | -12.1% |
| 1Y | -20.8% | -27.4% | +6.6% | -10.7% |
| All | +32.6% | +40.3% | -7.7% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling