+47.2%
LH vs CPAY
+59.0%
-11.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.0% | +1.0% | +3.5% |
| 7D | +2.1% | +5.7% | -3.7% | +1.3% |
| 30D | +19.2% | +4.2% | +15.0% | +18.4% |
| 3M | +18.0% | +5.6% | +12.4% | +17.0% |
| 6M | +46.1% | +34.7% | +11.4% | +40.3% |
| YTD | +47.7% | +39.1% | +8.6% | +40.1% |
| 1Y | +47.2% | +60.3% | -13.0% | +36.3% |
| All | +47.2% | +59.0% | -11.8% | +36.3% |
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