+155.1%
NEM vs LYFT
-69.9%
+225.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.4% |
| 7D | -1.0% | -8.4% | +7.4% | -0.4% |
| 30D | +7.8% | -7.6% | +15.4% | +8.4% |
| 3M | +30.2% | +11.7% | +18.5% | +29.0% |
| 6M | +9.6% | +15.1% | -5.5% | +8.3% |
| YTD | +27.8% | -20.9% | +48.7% | +29.3% |
| 1Y | +60.7% | -16.4% | +77.1% | +61.8% |
| 3Y | +245.3% | +35.2% | +210.1% | +231.8% |
| All | +155.1% | -69.9% | +225.0% | +133.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling