+40.1%
PYPL vs LH
+183.3%
-143.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | 0.0% |
| 7D | -2.3% | -4.7% | +2.4% | 0.0% |
| 30D | -9.0% | -3.5% | -5.5% | -7.6% |
| 3M | +30.6% | +17.7% | +12.9% | +20.1% |
| 6M | +18.6% | +15.8% | +2.8% | +9.7% |
| YTD | -7.2% | +25.1% | -32.3% | -17.7% |
| 1Y | -19.3% | +12.5% | -31.8% | -24.9% |
| 3Y | -12.3% | +59.8% | -72.1% | -32.6% |
| 5Y | -80.9% | +27.1% | -108.0% | -83.8% |
| All | +40.1% | +183.3% | -143.2% | -21.4% |
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