+143.4%
NTAP vs LYFT
-69.9%
+213.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.0% | +6.5% | +8.3% |
| 7D | +7.4% | -8.4% | +15.7% | +8.6% |
| 30D | -1.4% | -7.6% | +6.2% | -0.4% |
| 3M | +24.6% | +11.7% | +12.8% | +22.1% |
| 6M | +105.9% | +15.1% | +90.8% | +101.0% |
| YTD | +88.5% | -20.9% | +109.4% | +92.7% |
| 1Y | +62.1% | -16.4% | +78.5% | +63.6% |
| 3Y | +169.1% | +35.2% | +133.8% | +143.8% |
| All | +143.4% | -69.9% | +213.3% | +150.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling