-14.1%
LVS vs PAYC
+1,158.0%
-1,172.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | +0.4% |
| 7D | +0.3% | -7.9% | +8.2% | +2.3% |
| 30D | -3.9% | +2.1% | -6.0% | -4.5% |
| 3M | -12.9% | +61.8% | -74.6% | -23.6% |
| 6M | -16.9% | +59.9% | -76.9% | -27.4% |
| YTD | -31.2% | +38.5% | -69.8% | -37.9% |
| 1Y | -16.4% | -1.4% | -15.0% | -18.1% |
| 3Y | -4.4% | -21.0% | +16.6% | -5.8% |
| 5Y | +6.7% | -52.9% | +59.6% | +16.1% |
| 10Y | +1.4% | +332.8% | -331.4% | -30.2% |
| All | -14.1% | +1,158.0% | -1,172.2% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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