+2,490.2%
NVDL vs LYFT
+26.8%
+2,463.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.8% |
| 7D | -10.3% | -8.4% | -1.9% | -7.8% |
| 30D | -7.1% | -7.6% | +0.5% | -5.0% |
| 3M | +6.6% | +11.7% | -5.2% | +1.3% |
| 6M | +21.1% | +15.1% | +6.0% | +13.9% |
| YTD | +15.2% | -20.9% | +36.1% | +21.7% |
| 1Y | +18.8% | -16.4% | +35.2% | +20.5% |
| 3Y | +649.9% | +35.2% | +614.7% | +494.7% |
| All | +2,490.2% | +26.8% | +2,463.4% | +1,447.8% |
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