+51.4%
PYPL vs LEN
+93.6%
-42.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.7% |
| 7D | +2.7% | -3.2% | +5.9% | +3.9% |
| 30D | -4.9% | -4.9% | 0.0% | -3.5% |
| 3M | +28.9% | -8.5% | +37.4% | +32.2% |
| 6M | +18.2% | -20.7% | +38.9% | +26.8% |
| YTD | -5.0% | -17.4% | +12.4% | -0.8% |
| 1Y | -18.8% | -38.2% | +19.4% | -6.2% |
| 3Y | -12.6% | -24.9% | +12.3% | -9.3% |
| 5Y | -80.8% | -11.4% | -69.3% | -81.7% |
| 10Y | +49.9% | +110.0% | -60.1% | -3.5% |
| All | +51.4% | +93.6% | -42.2% | +0.9% |
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