-31.3%
LDOS vs CPAY
+57.5%
-88.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.8% |
| 7D | -3.5% | +2.0% | -5.5% | -3.9% |
| 30D | +9.5% | +14.3% | -4.7% | +5.9% |
| 3M | -6.3% | +11.3% | -17.6% | -8.9% |
| 6M | +2.8% | +34.8% | -32.0% | -4.5% |
| YTD | -26.6% | +51.5% | -78.2% | -32.9% |
| 1Y | -31.3% | +59.0% | -90.3% | -37.3% |
| All | -31.3% | +57.5% | -88.8% | -37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling