+62.4%
PYPL vs LDOS
+461.3%
-398.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +3.5% | -3.7% | +7.2% | +4.9% |
| 30D | +8.0% | +16.4% | -8.4% | +1.6% |
| 3M | +2.0% | +7.4% | -5.4% | -1.5% |
| 6M | +27.6% | -0.3% | +27.9% | +26.1% |
| YTD | +1.9% | -24.0% | +25.9% | +10.9% |
| 1Y | -12.4% | -29.6% | +17.2% | -1.8% |
| 3Y | +6.3% | +35.1% | -28.8% | -12.0% |
| 5Y | -73.6% | +52.9% | -126.5% | -79.8% |
| 10Y | +45.8% | +262.2% | -216.5% | -22.9% |
| All | +62.4% | +461.3% | -398.9% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling