+63.2%
PYPL vs LII
+263.4%
-200.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.1% |
| 6M | +28.8% | -36.4% | +65.2% | +51.5% |
| YTD | +2.4% | -28.9% | +31.3% | +11.9% |
| 1Y | -9.6% | -29.5% | +19.9% | -0.9% |
| 3Y | +9.7% | -8.6% | +18.2% | +1.1% |
| 5Y | -73.5% | +20.2% | -93.7% | -79.5% |
| 10Y | +46.5% | +166.2% | -119.8% | -28.7% |
| All | +63.2% | +263.4% | -200.2% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling