+54.4%
PYPL vs LVS
-10.5%
+64.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.8% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +5.7% | +10.0% | -4.3% | +2.2% |
| 3M | -1.9% | -11.0% | +9.1% | +1.7% |
| 6M | +31.8% | -20.1% | +52.0% | +41.4% |
| YTD | +2.4% | -36.3% | +38.8% | +17.4% |
| 1Y | -8.2% | -36.8% | +28.6% | +5.4% |
| 3Y | +10.2% | -9.5% | +19.7% | +8.0% |
| 5Y | -71.2% | +9.3% | -80.5% | -74.7% |
| All | +54.4% | -10.5% | +64.9% | +37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling