-75.2%
LYFT vs OSCR
-9.0%
-66.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | -8.4% | +1.6% | -10.0% | -8.6% |
| 30D | -7.6% | +10.7% | -18.3% | -9.0% |
| 3M | +11.7% | +13.4% | -1.6% | +9.3% |
| 6M | +15.1% | +144.6% | -129.5% | +0.1% |
| YTD | -20.9% | +128.0% | -149.0% | -30.8% |
| 1Y | -16.4% | +68.7% | -85.0% | -24.7% |
| 3Y | +35.2% | +398.8% | -363.6% | -5.7% |
| 5Y | -69.4% | +87.3% | -156.6% | -77.6% |
| All | -75.2% | -9.0% | -66.2% | -81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling