+51.4%
PYPL vs LH
+235.8%
-184.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.3% |
| 7D | +2.7% | -2.5% | +5.1% | +4.0% |
| 30D | -4.9% | +4.3% | -9.2% | -6.9% |
| 3M | +28.9% | +25.5% | +3.4% | +14.6% |
| 6M | +18.2% | +17.0% | +1.3% | +8.8% |
| YTD | -5.0% | +31.3% | -36.3% | -17.9% |
| 1Y | -18.8% | +20.0% | -38.8% | -26.9% |
| 3Y | -12.6% | +63.9% | -76.4% | -33.9% |
| 5Y | -80.8% | +30.9% | -111.6% | -84.0% |
| 10Y | +49.9% | +191.4% | -141.5% | -23.2% |
| All | +51.4% | +235.8% | -184.5% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling