-80.4%
LYFT vs NVMI
+1,393.2%
-1,473.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.3% |
| 7D | -8.4% | -0.1% | -8.3% | -8.3% |
| 30D | -7.6% | -8.4% | +0.8% | -4.5% |
| 3M | +11.7% | -33.6% | +45.3% | +30.1% |
| 6M | +15.1% | -14.7% | +29.8% | +14.3% |
| YTD | -20.9% | +13.2% | -34.1% | -33.4% |
| 1Y | -16.4% | +29.0% | -45.4% | -35.6% |
| 3Y | +35.2% | +215.0% | -179.8% | -47.4% |
| 5Y | -69.4% | +268.6% | -337.9% | -89.8% |
| All | -80.4% | +1,393.2% | -1,473.6% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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