+45.1%
PYPL vs LSCC
+1,244.7%
-1,199.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.7% | -1.6% |
| 7D | +3.9% | +13.0% | -9.0% | -0.2% |
| 30D | +7.8% | -19.8% | +27.6% | +13.8% |
| 3M | -0.7% | -18.4% | +17.7% | +3.7% |
| 6M | +28.8% | -16.1% | +44.9% | +29.2% |
| YTD | +2.4% | +42.7% | -40.4% | -16.0% |
| 1Y | -9.6% | +68.0% | -77.6% | -30.1% |
| 3Y | +9.7% | +85.8% | -76.2% | -26.3% |
| 5Y | -73.5% | +28.0% | -101.5% | -81.1% |
| All | +45.1% | +1,244.7% | -1,199.6% | -53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling