-51.0%
NKE vs LYFT
-82.5%
+31.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.2% |
| 7D | -4.2% | -8.4% | +4.2% | -2.9% |
| 30D | -8.2% | -7.6% | -0.6% | -7.1% |
| 3M | -19.1% | +11.7% | -30.8% | -20.7% |
| 6M | -32.6% | +15.1% | -47.7% | -34.3% |
| YTD | -40.7% | -20.9% | -19.8% | -39.1% |
| 1Y | -48.9% | -16.4% | -32.5% | -48.3% |
| 3Y | -59.2% | +35.2% | -94.5% | -64.1% |
| 5Y | -75.3% | -69.4% | -6.0% | -74.5% |
| All | -51.0% | -82.5% | +31.5% | -56.7% |
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