+50.1%
PYPL vs LDOS
+251.0%
-200.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -1.0% | +0.5% |
| 7D | +2.2% | -5.8% | +8.0% | +4.4% |
| 30D | +8.1% | +11.6% | -3.4% | +3.5% |
| 3M | +1.9% | -1.0% | +2.9% | +1.6% |
| 6M | +33.1% | +5.1% | +28.1% | +28.8% |
| YTD | +3.8% | -24.0% | +27.8% | +13.1% |
| 1Y | -8.3% | -30.3% | +22.0% | +3.4% |
| 3Y | +11.9% | +37.0% | -25.1% | -8.8% |
| 5Y | -70.4% | +53.4% | -123.8% | -77.7% |
| All | +50.1% | +251.0% | -200.9% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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