+192.9%
NRG vs LYFT
+38.6%
+154.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.8% | -8.2% | -4.9% |
| 7D | -8.9% | -4.9% | -4.0% | -8.2% |
| 30D | -14.1% | -9.0% | -5.0% | -13.0% |
| 3M | -13.2% | +17.4% | -30.7% | -15.8% |
| 6M | -28.6% | +21.7% | -50.2% | -31.3% |
| YTD | -31.2% | -17.9% | -13.3% | -29.9% |
| 1Y | -33.4% | -14.6% | -18.8% | -33.0% |
| 3Y | +192.9% | +40.2% | +152.7% | +160.7% |
| All | +192.9% | +38.6% | +154.3% | +160.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling