+889.8%
NVDA vs LYFT
-69.9%
+959.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.5% |
| 7D | -5.1% | -8.4% | +3.2% | -3.2% |
| 30D | -2.5% | -7.6% | +5.1% | -0.8% |
| 3M | +6.7% | +11.7% | -5.1% | +2.9% |
| 6M | +17.6% | +15.1% | +2.5% | +12.2% |
| YTD | +17.3% | -20.9% | +38.2% | +22.0% |
| 1Y | +23.5% | -16.4% | +39.9% | +24.6% |
| 3Y | +384.6% | +35.2% | +349.4% | +286.4% |
| All | +889.8% | -69.9% | +959.7% | +1,026.2% |
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 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