-65.5%
PYPL vs LCID
-96.5%
+31.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.4% | -8.1% | -0.1% |
| 7D | +2.2% | +20.0% | -17.8% | -1.0% |
| 30D | +8.1% | -5.0% | +13.2% | +8.3% |
| 3M | +1.9% | -48.9% | +50.8% | +11.9% |
| 6M | +33.1% | -43.2% | +76.3% | +40.7% |
| YTD | +3.8% | -65.9% | +69.7% | +16.9% |
| 1Y | -8.3% | -79.2% | +70.9% | +11.1% |
| 3Y | +11.9% | -90.4% | +102.3% | +40.3% |
| 5Y | -70.4% | -99.2% | +28.8% | -50.0% |
| All | -65.5% | -96.5% | +31.0% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 10y: compounded portfolio wealth divided by compounded LCID 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…
10y analysis · Full analysis span regression · 6 months rolling