+61.9%
PYPL vs LEN
+102.1%
-40.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.4% | +3.3% | -0.3% |
| 7D | +1.0% | +0.7% | +0.3% | +0.7% |
| 30D | +5.9% | +13.0% | -7.1% | +1.1% |
| 3M | -0.2% | +1.9% | -2.1% | -1.8% |
| 6M | +30.3% | -0.7% | +31.0% | +28.8% |
| YTD | +1.6% | -13.8% | +15.4% | +3.8% |
| 1Y | -10.3% | -28.1% | +17.8% | -2.4% |
| 3Y | +8.5% | -22.8% | +31.4% | +11.0% |
| 5Y | -71.0% | -7.4% | -63.6% | -73.0% |
| 10Y | +46.9% | +143.7% | -96.7% | -11.6% |
| All | +61.9% | +102.1% | -40.2% | +5.6% |
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