-80.4%
LYFT vs NSC
+97.9%
-178.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.7% |
| 7D | -8.4% | -2.8% | -5.6% | -6.5% |
| 30D | -7.6% | -4.5% | -3.1% | -4.6% |
| 3M | +11.7% | +3.5% | +8.2% | +8.1% |
| 6M | +15.1% | +8.5% | +6.6% | +6.3% |
| YTD | -20.9% | +12.3% | -33.3% | -29.1% |
| 1Y | -16.4% | +18.9% | -35.3% | -28.4% |
| 3Y | +35.2% | +74.1% | -38.9% | -15.6% |
| 5Y | -69.4% | +43.9% | -113.3% | -79.0% |
| All | -80.4% | +97.9% | -178.4% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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