+1,493.1%
LITE vs PYPL
+48.4%
+1,444.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -5.2% |
| 7D | +10.8% | +0.1% | +10.7% | +10.8% |
| 30D | -33.4% | +5.7% | -39.1% | -35.2% |
| 3M | -32.2% | -1.9% | -30.3% | -32.5% |
| 6M | -42.1% | +31.8% | -73.9% | -50.5% |
| YTD | +61.9% | +2.4% | +59.4% | +50.1% |
| 1Y | +163.0% | -8.2% | +171.2% | +157.6% |
| 3Y | +1,358.0% | +10.2% | +1,347.8% | +1,206.4% |
| 5Y | +549.9% | -71.2% | +621.1% | +906.1% |
| All | +1,493.1% | +48.4% | +1,444.7% | +533.2% |
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