-80.4%
LYFT vs NTR
+90.7%
-171.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | -8.4% | -1.3% | -7.1% | -7.9% |
| 30D | -7.6% | +16.8% | -24.4% | -13.7% |
| 3M | +11.7% | +20.7% | -9.0% | +2.0% |
| 6M | +15.1% | +0.5% | +14.6% | +12.6% |
| YTD | -20.9% | +29.2% | -50.1% | -31.9% |
| 1Y | -16.4% | +39.6% | -56.0% | -30.8% |
| 3Y | +35.2% | +37.9% | -2.7% | +9.5% |
| 5Y | -69.4% | +47.1% | -116.4% | -80.5% |
| All | -80.4% | +90.7% | -171.1% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling