+419.0%
LII vs PAYC
+1,229.9%
-810.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.8% | +1.8% |
| 7D | -0.7% | -2.9% | +2.1% | -0.2% |
| 30D | -12.6% | +32.8% | -45.4% | -17.6% |
| 3M | -24.4% | +69.3% | -93.7% | -32.3% |
| 6M | -28.7% | +74.0% | -102.7% | -37.0% |
| YTD | -19.1% | +46.4% | -65.6% | -26.4% |
| 1Y | -29.7% | +4.2% | -33.9% | -31.5% |
| 3Y | +4.8% | -19.7% | +24.5% | +3.6% |
| 5Y | +24.6% | -52.0% | +76.6% | +32.5% |
| 10Y | +169.2% | +356.9% | -187.7% | +100.2% |
| All | +419.0% | +1,229.9% | -810.8% | +259.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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