-12.3%
PYPL vs LYV
+109.4%
-121.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -2.3% | -1.9% | -0.3% | -1.6% |
| 30D | -9.0% | -8.2% | -0.8% | -6.4% |
| 3M | +30.6% | -1.3% | +31.8% | +30.8% |
| 6M | +18.6% | +2.6% | +16.0% | +16.7% |
| YTD | -7.2% | +19.4% | -26.6% | -14.1% |
| 1Y | -19.3% | -2.2% | -17.0% | -18.9% |
| 3Y | -12.3% | +106.0% | -118.3% | -39.8% |
| All | -12.3% | +109.4% | -121.7% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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