+41.7%
LYFT vs NVD
-99.1%
+140.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | -8.4% | +10.8% | -19.2% | -6.9% |
| 30D | -7.6% | +0.8% | -8.4% | -7.1% |
| 3M | +11.7% | -20.8% | +32.6% | +9.0% |
| 6M | +15.1% | -41.2% | +56.3% | +8.5% |
| YTD | -20.9% | -44.2% | +23.3% | -25.5% |
| 1Y | -16.4% | -54.2% | +37.8% | -22.8% |
| 3Y | +35.2% | -99.1% | +134.4% | -35.0% |
| All | +41.7% | -99.1% | +140.8% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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