+595.9%
LDOS vs CPAY
+1,720.6%
-1,124.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.9% |
| 7D | -7.2% | +13.5% | -20.7% | -11.0% |
| 30D | +16.8% | +13.1% | +3.7% | +12.2% |
| 3M | -1.6% | +14.3% | -15.9% | -5.9% |
| 6M | -1.0% | +49.0% | -50.0% | -13.4% |
| YTD | -25.8% | +51.3% | -77.0% | -35.9% |
| 1Y | -31.1% | +63.7% | -94.8% | -42.1% |
| 3Y | +32.8% | +95.0% | -62.2% | +1.3% |
| 5Y | +49.4% | +86.0% | -36.6% | +12.8% |
| 10Y | +253.9% | +203.3% | +50.5% | +119.5% |
| All | +595.9% | +1,720.6% | -1,124.7% | +150.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling