+2,053.0%
LLY vs PYPL
+45.9%
+2,007.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.4% |
| 7D | +4.6% | -1.1% | +5.7% | +4.8% |
| 30D | +22.4% | +3.8% | +18.6% | +21.6% |
| 3M | +17.1% | -1.3% | +18.4% | +17.1% |
| 6M | +44.6% | +29.0% | +15.6% | +38.1% |
| YTD | +33.5% | +0.7% | +32.7% | +31.7% |
| 1Y | +41.1% | -12.3% | +53.4% | +42.3% |
| 3Y | +143.8% | +7.6% | +136.1% | +132.9% |
| 5Y | +473.4% | -71.7% | +545.1% | +577.5% |
| All | +2,053.0% | +45.9% | +2,007.1% | +1,491.6% |
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 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