+1,545.2%
LLY vs PYPL
+39.1%
+1,506.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.7% |
| 7D | -3.1% | +1.7% | -4.9% | -3.4% |
| 30D | -5.1% | -9.7% | +4.7% | -3.8% |
| 3M | -2.1% | +29.2% | -31.3% | -6.4% |
| 6M | +13.8% | +13.9% | 0.0% | +10.6% |
| YTD | +5.1% | -8.1% | +13.2% | +5.2% |
| 1Y | +53.1% | -21.4% | +74.5% | +56.7% |
| 3Y | +95.6% | -11.8% | +107.5% | +93.0% |
| 5Y | +361.5% | -81.1% | +442.7% | +490.5% |
| 10Y | +1,545.2% | +36.9% | +1,508.2% | +1,242.4% |
| All | +1,545.2% | +39.1% | +1,506.0% | +1,242.4% |
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