+110.2%
LLY vs PYPL
-12.3%
+122.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.2% | -0.5% |
| 7D | -2.1% | +2.7% | -4.8% | -2.5% |
| 30D | -1.6% | -4.9% | +3.3% | -1.1% |
| 3M | +2.3% | +28.9% | -26.6% | -1.9% |
| 6M | +14.9% | +18.2% | -3.4% | +11.1% |
| YTD | +7.5% | -5.0% | +12.5% | +7.2% |
| 1Y | +55.7% | -18.8% | +74.5% | +58.6% |
| All | +110.2% | -12.3% | +122.5% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling