+54.4%
PYPL vs LDOS
+226.9%
-172.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +0.1% | -1.6% | +1.7% | +0.6% |
| 30D | +5.7% | +8.2% | -2.6% | +2.2% |
| 3M | -1.9% | -8.2% | +6.3% | +0.6% |
| 6M | +31.8% | +5.8% | +26.0% | +27.1% |
| YTD | +2.4% | -27.0% | +29.4% | +13.3% |
| 1Y | -8.2% | -31.0% | +22.7% | +3.8% |
| 3Y | +10.2% | +29.3% | -19.1% | -8.1% |
| 5Y | -71.2% | +48.7% | -119.9% | -78.1% |
| All | +54.4% | +226.9% | -172.5% | -14.4% |
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