+35.2%
LYFT vs OSCR
+401.8%
-366.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | -8.4% | +1.6% | -10.0% | -8.5% |
| 30D | -7.6% | +10.7% | -18.3% | -8.8% |
| 3M | +11.7% | +13.4% | -1.6% | +9.5% |
| 6M | +15.1% | +144.6% | -129.5% | +1.7% |
| YTD | -20.9% | +128.0% | -149.0% | -29.7% |
| 1Y | -16.4% | +68.7% | -85.0% | -23.7% |
| 3Y | +35.2% | +398.8% | -363.6% | -12.0% |
| All | +35.2% | +401.8% | -366.6% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling