-70.2%
PYPL vs LH
+61.0%
-131.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -1.2% | +1.2% | -2.4% | -1.7% |
| 30D | +6.1% | +18.0% | -11.9% | -2.2% |
| 3M | +1.1% | +15.7% | -14.6% | -6.1% |
| 6M | +32.7% | +46.6% | -13.9% | +9.2% |
| YTD | +2.8% | +49.5% | -46.7% | -16.9% |
| 1Y | -10.8% | +40.2% | -51.0% | -25.4% |
| 3Y | +9.8% | +87.6% | -77.8% | -23.6% |
| 5Y | -70.2% | +59.3% | -129.5% | -79.3% |
| All | -70.2% | +61.0% | -131.2% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling