-14.8%
PYPL vs LVS
-6.8%
-8.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.4% |
| 7D | -4.3% | -2.7% | -1.6% | -3.5% |
| 30D | -11.5% | -4.7% | -6.8% | -10.2% |
| 3M | +26.1% | -15.6% | +41.7% | +32.8% |
| 6M | +13.7% | -18.6% | +32.3% | +20.7% |
| YTD | -9.8% | -32.3% | +22.4% | +1.2% |
| 1Y | -22.1% | -18.0% | -4.0% | -19.3% |
| All | -14.8% | -6.8% | -8.0% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling