-19.6%
LYFT vs OSCR
+64.5%
-84.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -7.6% | +3.4% | -3.0% |
| 7D | +5.8% | +0.9% | +4.8% | +6.0% |
| 30D | +9.6% | -6.9% | +16.4% | +10.8% |
| 3M | +4.8% | +15.5% | -10.6% | +3.5% |
| 6M | +20.1% | +54.5% | -34.4% | +15.0% |
| YTD | -11.8% | +113.3% | -125.1% | -18.1% |
| 1Y | -19.6% | +85.1% | -104.7% | -24.8% |
| All | -19.6% | +64.5% | -84.1% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling