+1,507.6%
LLY vs PYPL
+46.2%
+1,461.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.2% | -0.4% |
| 7D | -2.1% | +2.7% | -4.8% | -2.6% |
| 30D | -1.6% | -4.9% | +3.3% | -1.1% |
| 3M | +2.3% | +28.9% | -26.6% | -2.3% |
| 6M | +14.9% | +18.2% | -3.4% | +10.9% |
| YTD | +7.5% | -5.0% | +12.5% | +7.0% |
| 1Y | +55.7% | -18.8% | +74.5% | +58.6% |
| 3Y | +110.6% | -12.6% | +123.2% | +108.0% |
| 5Y | +363.4% | -80.8% | +444.2% | +490.9% |
| 10Y | +1,649.0% | +49.9% | +1,599.1% | +1,255.9% |
| All | +1,507.6% | +46.2% | +1,461.4% | +1,122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling