+35.2%
LYFT vs SCCO
+177.0%
-141.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -8.4% | -2.7% | -5.7% | -7.7% |
| 30D | -7.6% | -0.7% | -6.9% | -8.1% |
| 3M | +11.7% | +8.1% | +3.7% | +6.2% |
| 6M | +15.1% | +4.1% | +11.0% | +9.1% |
| YTD | -20.9% | +41.1% | -62.0% | -39.2% |
| 1Y | -16.4% | +95.6% | -111.9% | -48.0% |
| 3Y | +35.2% | +179.3% | -144.0% | -49.6% |
| All | +35.2% | +177.0% | -141.8% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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