+222.8%
LDOS vs CPAY
+215.6%
+7.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | -3.5% | +2.0% | -5.5% | -4.1% |
| 30D | +9.5% | +14.3% | -4.7% | +4.8% |
| 3M | -6.3% | +11.3% | -17.6% | -9.7% |
| 6M | +2.8% | +34.8% | -32.0% | -7.0% |
| YTD | -26.6% | +51.5% | -78.2% | -36.8% |
| 1Y | -31.3% | +59.0% | -90.3% | -41.9% |
| 3Y | +30.9% | +97.2% | -66.3% | -1.6% |
| 5Y | +49.4% | +88.8% | -39.4% | +10.7% |
| All | +222.8% | +215.6% | +7.3% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling