-80.4%
LYFT vs SCHG
+268.8%
-349.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +0.9% |
| 7D | -8.4% | -1.0% | -7.3% | -7.1% |
| 30D | -7.6% | -1.3% | -6.3% | -6.0% |
| 3M | +11.7% | +5.4% | +6.3% | +4.9% |
| 6M | +15.1% | +14.4% | +0.7% | -2.7% |
| YTD | -20.9% | +8.0% | -28.9% | -27.9% |
| 1Y | -16.4% | +12.7% | -29.1% | -27.7% |
| 3Y | +35.2% | +85.6% | -50.4% | -37.2% |
| 5Y | -69.4% | +85.5% | -154.9% | -85.6% |
| All | -80.4% | +268.8% | -349.2% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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