+47.6%
LDOS vs CPAY
+89.5%
-41.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | -1.6% | +1.6% | -3.2% | -2.0% |
| 30D | +8.2% | +17.6% | -9.4% | +4.3% |
| 3M | -8.2% | +8.7% | -16.9% | -10.0% |
| 6M | +5.8% | +39.5% | -33.7% | -2.0% |
| YTD | -27.0% | +53.6% | -80.6% | -34.1% |
| 1Y | -31.0% | +63.3% | -94.2% | -38.6% |
| 3Y | +29.3% | +101.7% | -72.4% | +6.1% |
| All | +47.6% | +89.5% | -41.9% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling