-81.0%
PYPL vs LCID
-97.6%
+16.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.8% | -3.3% |
| 7D | +2.7% | -6.6% | +9.3% | +3.9% |
| 30D | -4.9% | -30.1% | +25.3% | +1.1% |
| 3M | +28.9% | -17.6% | +46.5% | +29.8% |
| 6M | +18.2% | -54.4% | +72.7% | +30.9% |
| YTD | -5.0% | -55.7% | +50.7% | +4.7% |
| 1Y | -18.8% | -71.0% | +52.2% | -4.4% |
| 3Y | -12.6% | -92.6% | +80.1% | +21.8% |
| All | -81.0% | -97.6% | +16.6% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling