+10.6%
PYPL vs LH
+87.4%
-76.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -1.2% | +1.2% | -2.4% | -1.6% |
| 30D | +6.1% | +18.0% | -11.9% | -0.5% |
| 3M | +1.1% | +15.7% | -14.6% | -4.7% |
| 6M | +32.7% | +46.6% | -13.9% | +13.4% |
| YTD | +2.8% | +49.5% | -46.7% | -13.4% |
| 1Y | -10.8% | +40.2% | -51.0% | -22.6% |
| All | +10.6% | +87.4% | -76.8% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling