-81.0%
PYPL vs LSCC
+82.7%
-163.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.6% |
| 7D | +2.7% | +1.3% | +1.4% | +2.3% |
| 30D | -4.9% | -9.7% | +4.8% | -2.3% |
| 3M | +28.9% | -23.7% | +52.6% | +36.1% |
| 6M | +18.2% | +26.5% | -8.2% | +5.5% |
| YTD | -5.0% | +57.5% | -62.5% | -22.1% |
| 1Y | -18.8% | +75.7% | -94.5% | -36.4% |
| 3Y | -12.6% | +19.5% | -32.0% | -26.6% |
| All | -81.0% | +82.7% | -163.8% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling