+541.2%
LITE vs PYPL
-70.9%
+612.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.1% |
| 7D | -13.9% | +1.0% | -14.9% | -14.1% |
| 30D | -46.9% | +5.9% | -52.8% | -48.1% |
| 3M | -28.0% | -0.2% | -27.8% | -28.6% |
| 6M | -35.2% | +30.3% | -65.5% | -42.6% |
| YTD | +58.9% | +1.6% | +57.3% | +51.4% |
| 1Y | +125.3% | -10.3% | +135.6% | +127.4% |
| 3Y | +1,344.4% | +8.5% | +1,335.9% | +1,261.8% |
| 5Y | +541.2% | -71.0% | +612.1% | +650.6% |
| All | +541.2% | -70.9% | +612.0% | +650.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling