+38.8%
PYPL vs LEN
+103.7%
-64.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | -4.3% | -3.4% | -1.0% | -3.2% |
| 30D | -11.5% | -5.7% | -5.8% | -9.8% |
| 3M | +26.1% | -12.2% | +38.4% | +31.2% |
| 6M | +13.7% | -18.3% | +32.0% | +20.5% |
| YTD | -9.8% | -20.2% | +10.3% | -4.8% |
| 1Y | -22.1% | -40.1% | +18.0% | -9.3% |
| 3Y | -13.5% | -26.2% | +12.7% | -9.8% |
| 5Y | -81.6% | -9.8% | -71.8% | -82.6% |
| 10Y | +38.8% | +109.1% | -70.4% | -2.3% |
| All | +38.8% | +103.7% | -64.9% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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