+50.1%
PYPL vs LII
+167.4%
-117.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.5% |
| 7D | +2.2% | -1.2% | +3.3% | +2.6% |
| 30D | +8.1% | -2.0% | +10.1% | +8.5% |
| 3M | +1.9% | -20.2% | +22.1% | +11.1% |
| 6M | +33.1% | -32.5% | +65.7% | +52.0% |
| YTD | +3.8% | -27.4% | +31.1% | +12.1% |
| 1Y | -8.3% | -28.2% | +19.9% | -0.5% |
| 3Y | +11.9% | -7.2% | +19.1% | +2.7% |
| 5Y | -70.4% | +19.9% | -90.3% | -77.1% |
| All | +50.1% | +167.4% | -117.3% | -17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling