+483.3%
LLY vs PYPL
-71.8%
+555.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.1% |
| 7D | +6.7% | +0.1% | +6.7% | +6.7% |
| 30D | +19.6% | +5.7% | +13.9% | +18.8% |
| 3M | +19.7% | -1.9% | +21.6% | +19.7% |
| 6M | +42.7% | +31.8% | +10.9% | +37.8% |
| YTD | +35.1% | +2.4% | +32.7% | +33.6% |
| 1Y | +42.2% | -8.2% | +50.4% | +42.2% |
| 3Y | +140.8% | +10.2% | +130.6% | +134.1% |
| All | +483.3% | -71.8% | +555.1% | +503.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling