-80.4%
LYFT vs NLY
+39.4%
-119.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.3% |
| 7D | -8.4% | -4.0% | -4.4% | -5.9% |
| 30D | -7.6% | -5.2% | -2.4% | -4.2% |
| 3M | +11.7% | +2.8% | +8.9% | +9.8% |
| 6M | +15.1% | +4.2% | +10.9% | +11.7% |
| YTD | -20.9% | +4.7% | -25.6% | -23.9% |
| 1Y | -16.4% | +12.7% | -29.1% | -23.7% |
| 3Y | +35.2% | +62.5% | -27.3% | -2.7% |
| 5Y | -69.4% | +26.3% | -95.7% | -74.1% |
| All | -80.4% | +39.4% | -119.8% | -85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling