-80.4%
LYFT vs NTRS
+159.6%
-240.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.3% |
| 7D | -8.4% | +1.4% | -9.7% | -9.2% |
| 30D | -7.6% | -0.7% | -6.9% | -7.3% |
| 3M | +11.7% | +11.3% | +0.4% | +3.2% |
| 6M | +15.1% | +35.5% | -20.4% | -8.1% |
| YTD | -20.9% | +40.6% | -61.5% | -38.6% |
| 1Y | -16.4% | +49.2% | -65.6% | -38.0% |
| 3Y | +35.2% | +167.2% | -132.0% | -36.0% |
| 5Y | -69.4% | +94.9% | -164.3% | -82.4% |
| All | -80.4% | +159.6% | -240.0% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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