-11.8%
PYPL vs LH
+64.5%
-76.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | +1.7% | -0.8% | +2.6% | +2.1% |
| 30D | -9.7% | +2.0% | -11.7% | -10.4% |
| 3M | +29.2% | +24.3% | +5.0% | +18.2% |
| 6M | +13.9% | +21.1% | -7.2% | +5.2% |
| YTD | -8.1% | +30.4% | -38.6% | -18.2% |
| 1Y | -21.4% | +18.4% | -39.8% | -27.2% |
| 3Y | -11.8% | +65.5% | -77.3% | -30.3% |
| All | -11.8% | +64.5% | -76.3% | -30.3% |
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 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