-79.6%
PYPL vs LTH
+156.3%
-235.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.5% | -2.7% |
| 7D | +1.7% | +1.5% | +0.2% | +1.3% |
| 30D | -9.7% | -3.1% | -6.7% | -8.9% |
| 3M | +29.2% | +28.1% | +1.1% | +19.3% |
| 6M | +13.9% | +67.4% | -53.5% | -4.9% |
| YTD | -8.1% | +59.8% | -67.9% | -22.3% |
| 1Y | -21.4% | +45.6% | -67.0% | -31.6% |
| 3Y | -11.8% | +162.0% | -173.8% | -40.7% |
| All | -79.6% | +156.3% | -235.9% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling