+45.1%
PYPL vs LII
+162.0%
-116.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.3% |
| 7D | +3.9% | -0.6% | +4.5% | +4.2% |
| 30D | +7.8% | -4.6% | +12.4% | +9.4% |
| 3M | -0.7% | -21.2% | +20.6% | +8.8% |
| 6M | +28.8% | -36.4% | +65.2% | +50.9% |
| YTD | +2.4% | -28.9% | +31.3% | +11.6% |
| 1Y | -9.6% | -29.5% | +19.9% | -1.2% |
| 3Y | +9.7% | -8.6% | +18.2% | +1.2% |
| 5Y | -73.5% | +20.2% | -93.7% | -79.6% |
| All | +45.1% | +162.0% | -116.8% | -19.9% |
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