-81.0%
PYPL vs LEN
-13.7%
-67.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.7% | +3.6% |
| 7D | -5.9% | -7.8% | +1.8% | -3.0% |
| 30D | -9.4% | -11.0% | +1.6% | -5.4% |
| 3M | +31.3% | -12.8% | +44.1% | +37.5% |
| 6M | +19.1% | -20.2% | +39.3% | +28.5% |
| YTD | -7.9% | -23.0% | +15.1% | -0.8% |
| 1Y | -17.9% | -41.8% | +23.9% | -0.2% |
| 3Y | -11.6% | -28.8% | +17.2% | -10.7% |
| 5Y | -81.0% | -12.6% | -68.4% | -85.2% |
| All | -81.0% | -13.7% | -67.4% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling