+50.1%
PYPL vs LDOS
+241.3%
-191.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +2.1% |
| 7D | -1.2% | -1.3% | +0.1% | -0.8% |
| 30D | +6.1% | +10.1% | -4.0% | +2.0% |
| 3M | +1.1% | -4.7% | +5.7% | +2.2% |
| 6M | +32.7% | +5.6% | +27.2% | +28.1% |
| YTD | +2.8% | -25.1% | +27.9% | +12.5% |
| 1Y | -10.8% | -31.7% | +20.9% | +1.4% |
| 3Y | +9.8% | +33.7% | -23.9% | -9.6% |
| 5Y | -70.2% | +54.4% | -124.6% | -77.7% |
| 10Y | +50.1% | +236.4% | -186.4% | -15.3% |
| All | +50.1% | +241.3% | -191.2% | -15.3% |
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