-73.0%
NCLH vs LYFT
-82.5%
+9.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +0.8% |
| 7D | -4.8% | -8.4% | +3.6% | -0.9% |
| 30D | -21.7% | -7.6% | -14.1% | -18.9% |
| 3M | -22.2% | +11.7% | -34.0% | -26.8% |
| 6M | -27.5% | +15.1% | -42.6% | -33.1% |
| YTD | -33.6% | -20.9% | -12.7% | -27.4% |
| 1Y | -45.0% | -16.4% | -28.6% | -42.9% |
| 3Y | -11.0% | +35.2% | -46.3% | -41.7% |
| 5Y | -39.7% | -69.4% | +29.6% | -21.9% |
| All | -73.0% | -82.5% | +9.4% | -75.9% |
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