+63.8%
PYPL vs LSCC
+1,936.0%
-1,872.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.4% | -9.2% | -1.7% |
| 7D | -1.2% | +14.5% | -15.7% | -5.2% |
| 30D | +6.1% | -0.1% | +6.2% | +4.9% |
| 3M | +1.1% | -2.7% | +3.7% | 0.0% |
| 6M | +32.7% | -4.8% | +37.5% | +28.7% |
| YTD | +2.8% | +66.9% | -64.1% | -17.9% |
| 1Y | -10.8% | +85.8% | -96.6% | -31.3% |
| 3Y | +9.8% | +115.6% | -105.8% | -26.2% |
| 5Y | -70.2% | +48.8% | -119.0% | -78.9% |
| 10Y | +50.1% | +1,490.3% | -1,440.2% | -43.2% |
| All | +63.8% | +1,936.0% | -1,872.2% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling