-81.6%
PYPL vs LVS
+5.2%
-86.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.4% |
| 7D | -4.3% | -2.7% | -1.6% | -3.4% |
| 30D | -11.5% | -4.7% | -6.8% | -10.1% |
| 3M | +26.1% | -15.6% | +41.7% | +33.5% |
| 6M | +13.7% | -18.6% | +32.3% | +21.4% |
| YTD | -9.8% | -32.3% | +22.4% | +2.0% |
| 1Y | -22.1% | -18.0% | -4.0% | -18.6% |
| 3Y | -13.5% | -5.8% | -7.7% | -17.2% |
| 5Y | -81.6% | +5.7% | -87.3% | -84.6% |
| All | -81.6% | +5.2% | -86.8% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling