+105.3%
NEE vs LYFT
-82.5%
+187.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.3% |
| 7D | -1.3% | -8.4% | +7.0% | -0.8% |
| 30D | -3.3% | -7.6% | +4.3% | -2.9% |
| 3M | -2.3% | +11.7% | -14.0% | -3.1% |
| 6M | -8.9% | +15.1% | -24.0% | -10.1% |
| YTD | +4.8% | -20.9% | +25.7% | +5.9% |
| 1Y | +18.7% | -16.4% | +35.1% | +19.0% |
| 3Y | +33.2% | +35.2% | -2.0% | +25.0% |
| 5Y | +10.9% | -69.4% | +80.2% | +13.8% |
| All | +105.3% | -82.5% | +187.8% | +95.5% |
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