+60.6%
PYPL vs LEN
+94.9%
-34.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -0.9% |
| 7D | -1.1% | -8.7% | +7.6% | +2.0% |
| 30D | +3.8% | +11.6% | -7.8% | -0.4% |
| 3M | -1.3% | -1.3% | 0.0% | -1.7% |
| 6M | +29.0% | -1.4% | +30.5% | +27.9% |
| YTD | +0.7% | -16.9% | +17.6% | +4.3% |
| 1Y | -12.3% | -31.2% | +18.9% | -3.1% |
| 3Y | +7.6% | -25.6% | +33.2% | +11.4% |
| 5Y | -71.7% | -13.3% | -58.4% | -73.1% |
| 10Y | +47.1% | +138.4% | -91.3% | -11.0% |
| All | +60.6% | +94.9% | -34.3% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling