+168.8%
NOW vs LYFT
-82.5%
+251.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.6% |
| 7D | -6.2% | -8.4% | +2.2% | -4.5% |
| 30D | +6.1% | -7.6% | +13.7% | +7.7% |
| 3M | +28.6% | +11.7% | +16.8% | +25.6% |
| 6M | +14.6% | +15.1% | -0.5% | +11.6% |
| YTD | -13.5% | -20.9% | +7.4% | -9.9% |
| 1Y | -29.4% | -16.4% | -13.0% | -27.7% |
| 3Y | +9.4% | +35.2% | -25.9% | -4.8% |
| 5Y | +2.3% | -69.4% | +71.6% | +7.1% |
| All | +168.8% | -82.5% | +251.3% | +153.9% |
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 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