-81.0%
LYFT vs LSCC
+875.1%
-956.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.7% | -6.5% | -7.5% |
| 7D | -14.1% | +1.4% | -15.5% | -14.6% |
| 30D | -13.7% | -10.0% | -3.6% | -10.4% |
| 3M | +7.4% | -16.1% | +23.5% | +12.1% |
| 6M | +8.3% | +27.4% | -19.1% | -8.6% |
| YTD | -23.1% | +56.9% | -80.0% | -43.1% |
| 1Y | -19.0% | +74.6% | -93.6% | -43.7% |
| 3Y | +37.7% | +26.0% | +11.8% | +1.5% |
| 5Y | -70.5% | +86.1% | -156.6% | -83.3% |
| All | -81.0% | +875.1% | -956.1% | -94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling