+1,022.8%
NBIS vs LYFT
+9.6%
+1,013.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.5% |
| 7D | -0.8% | -8.4% | +7.6% | +3.0% |
| 30D | -13.4% | -7.6% | -5.8% | -10.8% |
| 3M | +1.0% | +11.7% | -10.7% | -8.0% |
| 6M | +100.5% | +15.1% | +85.4% | +78.3% |
| YTD | +168.3% | -20.9% | +189.2% | +190.4% |
| 1Y | +151.8% | -16.4% | +168.1% | +156.8% |
| All | +1,022.8% | +9.6% | +1,013.2% | +813.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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