+43.4%
NVTS vs LYFT
+39.4%
+4.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.6% |
| 7D | -1.4% | -8.4% | +6.9% | +1.7% |
| 30D | -16.5% | -7.6% | -8.9% | -14.4% |
| 3M | -47.6% | +11.7% | -59.4% | -50.3% |
| 6M | +7.3% | +15.1% | -7.8% | +0.3% |
| YTD | +62.9% | -20.9% | +83.8% | +74.3% |
| 1Y | +91.3% | -16.4% | +107.7% | +101.5% |
| 3Y | +43.4% | +35.2% | +8.2% | +11.2% |
| All | +43.4% | +39.4% | +4.0% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling