-9.6%
PYPL vs LSCC
+68.2%
-77.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.7% | +0.2% |
| 7D | +3.9% | +13.0% | -9.0% | +3.5% |
| 30D | +7.8% | -19.8% | +27.6% | +8.7% |
| 3M | -0.7% | -18.4% | +17.7% | -0.1% |
| 6M | +28.8% | -16.1% | +44.9% | +28.0% |
| YTD | +2.4% | +42.7% | -40.4% | -6.0% |
| 1Y | -9.6% | +68.0% | -77.6% | -20.0% |
| All | -9.6% | +68.2% | -77.8% | -20.0% |
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