-80.4%
LYFT vs NVT
+590.9%
-671.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.6% | -2.6% | -0.8% |
| 7D | -8.4% | +4.1% | -12.4% | -10.7% |
| 30D | -7.6% | -5.1% | -2.5% | -5.5% |
| 3M | +11.7% | -1.2% | +12.9% | +8.5% |
| 6M | +15.1% | +46.6% | -31.5% | -16.7% |
| YTD | -20.9% | +60.0% | -80.9% | -46.6% |
| 1Y | -16.4% | +70.8% | -87.2% | -46.9% |
| 3Y | +35.2% | +187.5% | -152.3% | -47.4% |
| 5Y | -69.4% | +426.1% | -495.5% | -93.1% |
| All | -80.4% | +590.9% | -671.3% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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