+152.8%
SCHD vs LYFT
-82.5%
+235.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.2% |
| 7D | -2.0% | -8.4% | +6.4% | -1.2% |
| 30D | -0.4% | -7.6% | +7.2% | +0.3% |
| 3M | +5.7% | +11.7% | -6.0% | +4.4% |
| 6M | +11.9% | +15.1% | -3.2% | +9.9% |
| YTD | +26.4% | -20.9% | +47.3% | +28.3% |
| 1Y | +27.6% | -16.4% | +44.0% | +28.1% |
| 3Y | +54.9% | +35.2% | +19.7% | +42.0% |
| 5Y | +60.9% | -69.4% | +130.3% | +67.5% |
| All | +152.8% | -82.5% | +235.3% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 all: compounded portfolio wealth divided by compounded LYFT 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…
all analysis · Full analysis span regression · 6 months rolling