-81.6%
PYPL vs LNT
+31.1%
-112.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | -4.3% | +0.2% | -4.5% | -4.4% |
| 30D | -11.5% | -0.5% | -10.9% | -11.3% |
| 3M | +26.1% | -5.5% | +31.7% | +28.1% |
| 6M | +13.7% | -3.8% | +17.5% | +14.5% |
| YTD | -9.8% | +6.8% | -16.7% | -12.7% |
| 1Y | -22.1% | +9.3% | -31.4% | -25.2% |
| 3Y | -13.5% | +47.9% | -61.4% | -26.0% |
| 5Y | -81.6% | +31.6% | -113.2% | -84.0% |
| All | -81.6% | +31.1% | -112.7% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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