+61.9%
PYPL vs LVS
+5.6%
+56.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.7% |
| 7D | +1.0% | +6.7% | -5.7% | -1.3% |
| 30D | +5.9% | +13.8% | -7.9% | +1.2% |
| 3M | -0.2% | -9.5% | +9.2% | +2.8% |
| 6M | +30.3% | -22.0% | +52.3% | +40.9% |
| YTD | +1.6% | -35.7% | +37.2% | +16.0% |
| 1Y | -10.3% | -36.7% | +26.4% | +3.0% |
| 3Y | +8.5% | -8.8% | +17.4% | +6.2% |
| 5Y | -71.0% | +9.5% | -80.5% | -74.4% |
| 10Y | +46.9% | -10.9% | +57.9% | +26.1% |
| All | +61.9% | +5.6% | +56.4% | +33.0% |
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