+35.2%
LYFT vs NLY
+64.2%
-29.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.4% |
| 7D | -8.4% | -4.0% | -4.4% | -5.3% |
| 30D | -7.6% | -5.2% | -2.4% | -3.4% |
| 3M | +11.7% | +2.8% | +8.9% | +9.3% |
| 6M | +15.1% | +4.2% | +10.9% | +10.9% |
| YTD | -20.9% | +4.7% | -25.6% | -24.8% |
| 1Y | -16.4% | +12.7% | -29.1% | -26.2% |
| 3Y | +35.2% | +62.5% | -27.3% | -23.4% |
| All | +35.2% | +64.2% | -29.0% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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