-81.0%
PYPL vs LII
+25.3%
-106.4%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.5% |
| 7D | +2.7% | -0.7% | +3.4% | +3.0% |
| 30D | -4.9% | -12.6% | +7.7% | +0.1% |
| 3M | +28.9% | -24.4% | +53.3% | +40.8% |
| 6M | +18.2% | -28.7% | +46.9% | +31.2% |
| YTD | -5.0% | -19.1% | +14.1% | -2.1% |
| 1Y | -18.8% | -29.7% | +10.9% | -10.6% |
| 3Y | -12.6% | +4.8% | -17.4% | -27.8% |
| All | -81.0% | +25.3% | -106.4% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling