+62.4%
PYPL vs LSCC
+1,525.7%
-1,463.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.6% | +6.5% | +0.3% |
| 7D | +3.5% | -4.8% | +8.4% | +4.5% |
| 30D | +8.0% | -27.1% | +35.1% | +16.7% |
| 3M | +2.0% | -23.6% | +25.6% | +8.2% |
| 6M | +27.6% | -19.8% | +47.4% | +29.7% |
| YTD | +1.9% | +33.2% | -31.3% | -13.2% |
| 1Y | -12.4% | +55.2% | -67.6% | -29.1% |
| 3Y | +6.3% | +70.1% | -63.8% | -23.5% |
| 5Y | -73.6% | +19.5% | -93.1% | -80.0% |
| 10Y | +45.8% | +1,164.9% | -1,119.1% | -41.1% |
| All | +62.4% | +1,525.7% | -1,463.3% | -39.6% |
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