+222.8%
NTAP vs LYFT
-82.8%
+305.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -1.0% | -13.1% | +12.1% | +1.1% |
| 30D | -7.5% | -14.4% | +6.9% | -5.4% |
| 3M | +14.6% | +12.2% | +2.5% | +12.0% |
| 6M | +91.0% | +13.4% | +77.6% | +86.3% |
| YTD | +73.7% | -22.5% | +96.1% | +78.7% |
| 1Y | +51.2% | -20.8% | +72.0% | +54.0% |
| 3Y | +146.1% | +38.8% | +107.3% | +117.9% |
| 5Y | +122.8% | -70.0% | +192.8% | +133.6% |
| All | +222.8% | -82.8% | +305.6% | +221.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling