-70.4%
LYFT vs LSCC
+88.7%
-159.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | +0.1% |
| 7D | -8.4% | +3.3% | -11.7% | -9.5% |
| 30D | -7.6% | -7.4% | -0.2% | -5.3% |
| 3M | +11.7% | -16.2% | +27.9% | +16.6% |
| 6M | +15.1% | +31.9% | -16.8% | -3.9% |
| YTD | -20.9% | +62.8% | -83.7% | -42.2% |
| 1Y | -16.4% | +81.4% | -97.8% | -42.8% |
| 3Y | +35.2% | +33.1% | +2.1% | -2.1% |
| All | -70.4% | +88.7% | -159.1% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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