-70.4%
LYFT vs NYT
+38.8%
-109.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | -8.4% | -0.6% | -7.8% | -8.0% |
| 30D | -7.6% | +4.6% | -12.2% | -9.6% |
| 3M | +11.7% | -9.6% | +21.3% | +16.6% |
| 6M | +15.1% | -14.0% | +29.1% | +22.6% |
| YTD | -20.9% | -2.8% | -18.1% | -21.5% |
| 1Y | -16.4% | +15.6% | -32.0% | -24.9% |
| 3Y | +35.2% | +56.3% | -21.1% | -2.0% |
| All | -70.4% | +38.8% | -109.2% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling