+40.2%
LYFT vs NVT
+169.2%
-129.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -9.7% | +13.5% | +7.1% |
| 7D | -4.9% | -6.0% | +1.1% | -3.3% |
| 30D | -9.0% | -14.4% | +5.4% | -4.7% |
| 3M | +17.4% | -11.5% | +28.9% | +20.0% |
| 6M | +21.7% | +33.8% | -12.1% | +1.3% |
| YTD | -17.9% | +44.5% | -62.4% | -34.4% |
| 1Y | -14.6% | +55.8% | -70.4% | -34.8% |
| 3Y | +40.2% | +166.5% | -126.2% | -34.8% |
| All | +40.2% | +169.2% | -129.0% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling