-70.4%
LYFT vs LDOS
+40.9%
-111.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | -8.4% | -3.1% | -5.2% | -7.7% |
| 30D | -7.6% | -8.2% | +0.6% | -5.8% |
| 3M | +11.7% | +5.9% | +5.8% | +9.7% |
| 6M | +15.1% | -25.2% | +40.3% | +23.4% |
| YTD | -20.9% | -28.1% | +7.2% | -13.9% |
| 1Y | -16.4% | -29.7% | +13.3% | -8.7% |
| 3Y | +35.2% | +39.0% | -3.8% | +33.5% |
| All | -70.4% | +40.9% | -111.3% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling