+224.2%
NRG vs LYFT
-82.5%
+306.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.3% |
| 7D | -4.7% | -8.4% | +3.7% | -3.4% |
| 30D | -6.0% | -7.6% | +1.6% | -4.9% |
| 3M | -8.0% | +11.7% | -19.7% | -10.0% |
| 6M | -23.2% | +15.1% | -38.3% | -25.5% |
| YTD | -28.1% | -20.9% | -7.1% | -26.3% |
| 1Y | -27.3% | -16.4% | -10.9% | -26.7% |
| 3Y | +208.7% | +35.2% | +173.4% | +174.0% |
| 5Y | +197.7% | -69.4% | +267.0% | +216.2% |
| All | +224.2% | -82.5% | +306.6% | +188.8% |
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