+51.4%
PYPL vs LDOS
+448.1%
-396.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.2% |
| 7D | +2.7% | -5.4% | +8.1% | +4.8% |
| 30D | -4.9% | +4.9% | -9.8% | -7.0% |
| 3M | +28.9% | +7.2% | +21.7% | +24.4% |
| 6M | +18.2% | -24.2% | +42.5% | +30.5% |
| YTD | -5.0% | -25.8% | +20.8% | +4.7% |
| 1Y | -18.8% | -24.7% | +5.9% | -11.2% |
| 3Y | -12.6% | +39.3% | -51.9% | -28.4% |
| 5Y | -80.8% | +43.3% | -124.1% | -84.9% |
| 10Y | +49.9% | +278.6% | -228.7% | -21.8% |
| All | +51.4% | +448.1% | -396.7% | -33.7% |
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