-71.0%
PYPL vs LSCC
+40.9%
-111.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.5% |
| 7D | +1.0% | +5.0% | -4.1% | -0.5% |
| 30D | +5.9% | -11.7% | +17.6% | +8.3% |
| 3M | -0.2% | -13.3% | +13.1% | +2.0% |
| 6M | +30.3% | -12.5% | +42.8% | +29.4% |
| YTD | +1.6% | +51.2% | -49.6% | -16.8% |
| 1Y | -10.3% | +65.9% | -76.2% | -29.0% |
| 3Y | +8.5% | +95.3% | -86.8% | -27.3% |
| 5Y | -71.0% | +38.6% | -109.6% | -81.1% |
| All | -71.0% | +40.9% | -111.9% | -81.1% |
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