+94.2%
NVO vs LYFT
-82.5%
+176.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.3% |
| 7D | -7.6% | -8.4% | +0.8% | -7.0% |
| 30D | -6.0% | -7.6% | +1.6% | -5.4% |
| 3M | -0.8% | +11.7% | -12.5% | -1.7% |
| 6M | +16.5% | +15.1% | +1.4% | +15.0% |
| YTD | -11.1% | -20.9% | +9.8% | -10.1% |
| 1Y | -16.7% | -16.4% | -0.3% | -16.3% |
| 3Y | -52.9% | +35.2% | -88.1% | -55.2% |
| 5Y | -3.0% | -69.4% | +66.4% | -1.7% |
| All | +94.2% | -82.5% | +176.6% | +85.4% |
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