+51.4%
PYPL vs LNT
+229.3%
-178.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | -4.9% | -3.2% | -1.7% | -3.8% |
| 3M | +28.9% | -4.1% | +32.9% | +30.5% |
| 6M | +18.2% | -4.6% | +22.8% | +19.7% |
| YTD | -5.0% | +7.0% | -12.0% | -8.2% |
| 1Y | -18.8% | +8.3% | -27.1% | -22.0% |
| 3Y | -12.6% | +51.0% | -63.6% | -26.4% |
| 5Y | -80.8% | +30.2% | -110.9% | -83.1% |
| 10Y | +49.9% | +143.6% | -93.7% | +4.2% |
| All | +51.4% | +229.3% | -178.0% | -13.3% |
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