+250.4%
NTAP vs LYFT
-82.5%
+332.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.0% | +6.5% | +8.2% |
| 7D | +7.4% | -8.4% | +15.7% | +8.8% |
| 30D | -1.4% | -7.6% | +6.2% | -0.3% |
| 3M | +24.6% | +11.7% | +12.8% | +21.8% |
| 6M | +105.9% | +15.1% | +90.8% | +100.4% |
| YTD | +88.5% | -20.9% | +109.4% | +93.4% |
| 1Y | +62.1% | -16.4% | +78.5% | +63.8% |
| 3Y | +169.1% | +35.2% | +133.8% | +139.3% |
| 5Y | +141.9% | -69.4% | +211.2% | +152.9% |
| All | +250.4% | -82.5% | +332.8% | +248.3% |
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