+54.4%
PYPL vs LSCC
+1,351.6%
-1,297.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.2% | +3.3% |
| 7D | +0.1% | +7.0% | -6.9% | -2.2% |
| 30D | +5.7% | -2.3% | +8.0% | +4.9% |
| 3M | -1.9% | -12.5% | +10.6% | 0.0% |
| 6M | +31.8% | -10.6% | +42.4% | +29.6% |
| YTD | +2.4% | +52.7% | -50.3% | -17.9% |
| 1Y | -8.2% | +74.0% | -82.2% | -29.9% |
| 3Y | +10.2% | +104.8% | -94.6% | -28.4% |
| 5Y | -71.2% | +36.2% | -107.5% | -79.9% |
| All | +54.4% | +1,351.6% | -1,297.1% | -50.8% |
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