+60.6%
PYPL vs LNT
+256.7%
-196.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -1.1% | -0.5% | -0.6% | -0.9% |
| 30D | +3.8% | +9.9% | -6.1% | +0.3% |
| 3M | -1.3% | +4.8% | -6.1% | -3.0% |
| 6M | +29.0% | +2.2% | +26.9% | +27.6% |
| YTD | +0.7% | +15.9% | -15.1% | -5.4% |
| 1Y | -12.3% | +10.6% | -22.8% | -16.1% |
| 3Y | +7.6% | +66.1% | -58.4% | -12.4% |
| 5Y | -71.7% | +55.6% | -127.3% | -76.7% |
| 10Y | +47.1% | +182.8% | -135.7% | -2.6% |
| All | +60.6% | +256.7% | -196.1% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling