+41.5%
NU vs LYFT
-63.3%
+104.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -3.2% |
| 7D | -4.9% | -8.4% | +3.5% | -2.6% |
| 30D | +7.8% | -7.6% | +15.4% | +10.2% |
| 3M | +20.9% | +11.7% | +9.2% | +16.3% |
| 6M | +0.9% | +15.1% | -14.2% | -4.1% |
| YTD | -12.7% | -20.9% | +8.2% | -8.4% |
| 1Y | -6.4% | -16.4% | +10.0% | -4.9% |
| 3Y | +98.1% | +35.2% | +62.9% | +54.6% |
| All | +41.5% | -63.3% | +104.8% | +94.2% |
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