+11.9%
PYPL vs LSCC
+104.5%
-92.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.4% | -7.1% | +0.1% |
| 7D | +2.2% | +19.3% | -17.2% | -0.7% |
| 30D | +8.1% | -9.6% | +17.8% | +9.3% |
| 3M | +1.9% | -12.4% | +14.3% | +3.2% |
| 6M | +33.1% | -10.5% | +43.6% | +32.2% |
| YTD | +3.8% | +54.8% | -51.0% | -9.2% |
| 1Y | -8.3% | +79.4% | -87.7% | -22.5% |
| 3Y | +11.9% | +109.6% | -97.7% | -18.5% |
| All | +11.9% | +104.5% | -92.6% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling