+51.9%
PYPL vs LH
+263.7%
-211.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.1% | +2.5% | -3.6% | -2.3% |
| 30D | +3.8% | +18.7% | -14.9% | -4.9% |
| 3M | -1.3% | +15.3% | -16.6% | -8.4% |
| 6M | +29.0% | +45.4% | -16.3% | +6.2% |
| YTD | +0.7% | +49.5% | -48.8% | -18.7% |
| 1Y | -12.3% | +41.4% | -53.7% | -27.2% |
| 3Y | +7.6% | +87.6% | -80.0% | -24.2% |
| 5Y | -71.7% | +53.8% | -125.5% | -78.3% |
| All | +51.9% | +263.7% | -211.8% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling