-19.0%
PYPL vs LII
-28.2%
+9.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.4% | -3.4% |
| 7D | +2.4% | -0.7% | +3.1% | +2.5% |
| 30D | -5.1% | -12.6% | +7.5% | -4.2% |
| 3M | +28.6% | -24.4% | +53.0% | +30.2% |
| 6M | +17.9% | -28.7% | +46.7% | +19.9% |
| YTD | -5.3% | -19.1% | +13.9% | -6.9% |
| 1Y | -19.0% | -29.7% | +10.7% | -18.4% |
| All | -19.0% | -28.2% | +9.1% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling