+51.4%
PYPL vs LSCC
+1,822.1%
-1,770.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 3M | +28.9% | -23.7% | +52.6% | +36.3% |
| 6M | +18.2% | +26.5% | -8.2% | +5.7% |
| YTD | -5.0% | +57.5% | -62.5% | -21.6% |
| 1Y | -18.8% | +75.7% | -94.5% | -35.8% |
| 3Y | -12.6% | +19.5% | -32.0% | -28.0% |
| 5Y | -80.8% | +83.8% | -164.5% | -87.0% |
| 10Y | +49.9% | +1,772.4% | -1,722.5% | -43.5% |
| All | +51.4% | +1,822.1% | -1,770.7% | -45.4% |
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