+91.8%
NOK vs LYFT
-81.8%
+173.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | +3.8% | -17.1% | -13.8% |
| 7D | -3.8% | -4.9% | +1.1% | -3.3% |
| 30D | -10.3% | -9.0% | -1.3% | -9.5% |
| 3M | -34.8% | +17.4% | -52.2% | -36.4% |
| 6M | +17.1% | +21.7% | -4.5% | +13.6% |
| YTD | +49.1% | -17.9% | +67.1% | +51.1% |
| 1Y | +114.0% | -14.6% | +128.6% | +114.4% |
| 3Y | +158.3% | +40.2% | +118.1% | +130.7% |
| 5Y | +86.5% | -68.5% | +155.0% | +92.4% |
| All | +91.8% | -81.8% | +173.6% | +78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling