-19.0%
PYPL vs LSCC
+72.9%
-91.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.0% | -5.3% | -3.4% |
| 7D | +2.4% | +1.3% | +1.1% | +2.3% |
| 30D | -5.1% | -9.7% | +4.5% | -4.6% |
| 3M | +28.6% | -23.7% | +52.3% | +30.6% |
| 6M | +17.9% | +26.5% | -8.5% | +12.5% |
| YTD | -5.3% | +57.5% | -62.8% | -14.0% |
| 1Y | -19.0% | +75.7% | -94.7% | -25.4% |
| All | -19.0% | +72.9% | -91.9% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling