+39.0%
PYPL vs LVS
-0.5%
+39.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.8% |
| 7D | -5.9% | -4.3% | -1.7% | -4.5% |
| 30D | -9.4% | -6.8% | -2.6% | -7.4% |
| 3M | +31.3% | -15.6% | +46.9% | +38.7% |
| 6M | +19.1% | -20.6% | +39.7% | +27.9% |
| YTD | -7.9% | -33.4% | +25.5% | +4.1% |
| 1Y | -17.9% | -20.1% | +2.3% | -13.5% |
| 3Y | -11.6% | -7.4% | -4.2% | -13.8% |
| 5Y | -81.0% | +8.5% | -89.5% | -83.3% |
| All | +39.0% | -0.5% | +39.6% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LVS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling