+54.4%
PYPL vs LH
+261.9%
-207.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +0.1% | +1.1% | -1.0% | -0.5% |
| 30D | +5.7% | +16.7% | -11.1% | -2.4% |
| 3M | -1.9% | +15.1% | -17.0% | -8.9% |
| 6M | +31.8% | +46.3% | -14.5% | +8.1% |
| YTD | +2.4% | +48.8% | -46.3% | -17.2% |
| 1Y | -8.2% | +39.7% | -48.0% | -23.4% |
| 3Y | +10.2% | +87.0% | -76.8% | -22.3% |
| 5Y | -71.2% | +53.0% | -124.2% | -77.9% |
| All | +54.4% | +261.9% | -207.4% | -25.3% |
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