+51.4%
PYPL vs LVS
+13.8%
+37.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | +2.7% | -1.5% | +4.2% | +3.2% |
| 30D | -4.9% | -3.2% | -1.7% | -4.0% |
| 3M | +28.9% | -12.0% | +40.9% | +34.2% |
| 6M | +18.2% | -19.9% | +38.1% | +26.6% |
| YTD | -5.0% | -30.6% | +25.6% | +5.9% |
| 1Y | -18.8% | -17.7% | -1.1% | -15.3% |
| 3Y | -12.6% | -14.2% | +1.6% | -12.5% |
| 5Y | -80.8% | +9.6% | -90.4% | -83.2% |
| 10Y | +49.9% | +5.7% | +44.2% | +21.5% |
| All | +51.4% | +13.8% | +37.6% | +21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling