+2,043.2%
LLY vs PYPL
+44.3%
+1,998.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -4.5% | +3.9% | -8.4% | -5.1% |
| 30D | +13.9% | +7.8% | +6.1% | +12.6% |
| 3M | +13.8% | -0.7% | +14.4% | +13.6% |
| 6M | +37.6% | +28.8% | +8.8% | +31.4% |
| YTD | +26.6% | +2.4% | +24.2% | +24.6% |
| 1Y | +45.3% | -9.6% | +54.9% | +45.9% |
| 3Y | +132.2% | +9.7% | +122.6% | +121.3% |
| 5Y | +434.7% | -73.5% | +508.1% | +540.1% |
| All | +2,043.2% | +44.3% | +1,998.9% | +1,596.1% |
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