+260.0%
LDOS vs CPAY
+142.6%
+117.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.6% | -2.2% |
| 7D | -7.1% | +0.6% | -7.7% | -7.3% |
| 30D | -6.1% | +3.6% | -9.6% | -7.2% |
| 3M | +5.6% | +16.6% | -11.0% | +0.5% |
| 6M | -26.9% | +29.5% | -56.4% | -33.2% |
| YTD | -27.9% | +35.3% | -63.2% | -35.4% |
| 1Y | -26.8% | +30.6% | -57.4% | -33.9% |
| 3Y | +39.6% | +49.7% | -10.2% | +16.1% |
| 5Y | +39.4% | +54.4% | -15.1% | +11.6% |
| 10Y | +260.0% | +142.8% | +117.1% | +145.9% |
| All | +260.0% | +142.6% | +117.4% | +145.9% |
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