-11.2%
LYFT vs NWSA
+3.5%
-14.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -13.4% | +8.5% | +2.7% |
| 7D | +8.7% | -10.1% | +18.8% | +14.9% |
| 30D | +13.2% | -7.3% | +20.4% | +17.9% |
| 3M | +8.3% | -8.6% | +16.8% | +13.3% |
| 6M | +26.6% | +4.4% | +22.2% | +21.8% |
| YTD | -7.9% | +2.1% | -10.0% | -11.8% |
| 1Y | -11.2% | +4.1% | -15.2% | -15.8% |
| All | -11.2% | +3.5% | -14.7% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling