+53.1%
LLY vs PYPL
-21.5%
+74.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -2.0% |
| 7D | -3.1% | +1.7% | -4.9% | -3.2% |
| 30D | -5.1% | -9.7% | +4.7% | -4.4% |
| 3M | -2.1% | +29.2% | -31.3% | -4.5% |
| 6M | +13.8% | +13.9% | 0.0% | +11.6% |
| YTD | +5.1% | -8.1% | +13.2% | +4.0% |
| 1Y | +53.1% | -21.4% | +74.5% | +55.4% |
| All | +53.1% | -21.5% | +74.6% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling