+2,331.0%
LITE vs PYPL
+50.0%
+2,281.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.0% | +7.0% | +5.3% |
| 7D | -1.5% | +2.7% | -4.2% | -2.9% |
| 30D | +6.7% | -4.9% | +11.5% | +8.4% |
| 3M | -6.8% | +28.9% | -35.6% | -19.0% |
| 6M | +29.4% | +18.2% | +11.2% | +15.8% |
| YTD | +139.1% | -5.0% | +144.1% | +130.7% |
| 1Y | +521.0% | -18.8% | +539.8% | +543.2% |
| 3Y | +1,535.3% | -12.6% | +1,547.9% | +1,534.4% |
| 5Y | +889.8% | -80.8% | +970.6% | +1,776.5% |
| All | +2,331.0% | +50.0% | +2,281.1% | +1,191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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