-11.8%
PYPL vs LEN
-25.9%
+14.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -2.3% |
| 7D | +1.7% | -2.9% | +4.6% | +2.5% |
| 30D | -9.7% | -8.9% | -0.9% | -7.8% |
| 3M | +29.2% | -10.9% | +40.1% | +32.3% |
| 6M | +13.9% | -19.7% | +33.5% | +19.4% |
| YTD | -8.1% | -20.6% | +12.5% | -4.6% |
| 1Y | -21.4% | -42.4% | +21.0% | -10.0% |
| 3Y | -11.8% | -26.5% | +14.7% | -20.5% |
| All | -11.8% | -25.9% | +14.1% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling