-70.4%
LYFT vs OSCR
+96.8%
-167.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | 0.0% |
| YTD | -20.9% | +128.0% | -149.0% | -30.9% |
| 1Y | -16.4% | +68.7% | -85.0% | -24.7% |
| 3Y | +35.2% | +398.8% | -363.6% | -6.4% |
| All | -70.4% | +96.8% | -167.3% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling