-11.0%
NCLH vs LYFT
+39.4%
-50.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.2% |
| 7D | -4.8% | -8.4% | +3.6% | -2.5% |
| 30D | -21.7% | -7.6% | -14.1% | -20.0% |
| 3M | -22.2% | +11.7% | -34.0% | -24.8% |
| 6M | -27.5% | +15.1% | -42.6% | -30.6% |
| YTD | -33.6% | -20.9% | -12.7% | -30.1% |
| 1Y | -45.0% | -16.4% | -28.6% | -43.5% |
| 3Y | -11.0% | +35.2% | -46.3% | -27.3% |
| All | -11.0% | +39.4% | -50.4% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling