-29.3%
LYFT vs NYT
+19.3%
-48.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.6% | -7.5% | -3.3% |
| 7D | +0.8% | +3.2% | -2.3% | +0.1% |
| 30D | +3.3% | +8.8% | -5.5% | +1.1% |
| 3M | -4.0% | +14.0% | -18.0% | -7.2% |
| 6M | +16.8% | -8.5% | +25.3% | +18.1% |
| YTD | -13.5% | +5.2% | -18.7% | -12.3% |
| All | -29.3% | +19.3% | -48.6% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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