-80.4%
LYFT vs NWSA
+155.5%
-235.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.8% |
| 7D | -8.4% | -2.8% | -5.6% | -6.4% |
| 30D | -7.6% | +3.0% | -10.6% | -9.6% |
| 3M | +11.7% | +12.3% | -0.6% | +2.0% |
| 6M | +15.1% | +21.9% | -6.8% | -1.5% |
| YTD | -20.9% | +13.6% | -34.5% | -28.9% |
| 1Y | -16.4% | +0.5% | -16.9% | -17.7% |
| 3Y | +35.2% | +43.8% | -8.5% | +2.9% |
| 5Y | -69.4% | +41.2% | -110.5% | -76.1% |
| All | -80.4% | +155.5% | -235.9% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling