+222.0%
LHX vs CPAY
+155.2%
+66.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -4.3% | -2.0% | -2.3% | -3.8% |
| 30D | -15.1% | -0.4% | -14.8% | -15.1% |
| 3M | -21.0% | +16.4% | -37.3% | -24.1% |
| 6M | -32.0% | +23.5% | -55.5% | -36.0% |
| YTD | -15.3% | +35.7% | -51.0% | -22.7% |
| 1Y | -11.1% | +30.2% | -41.2% | -18.2% |
| 3Y | +54.0% | +49.7% | +4.3% | +32.2% |
| 5Y | +17.1% | +56.6% | -39.4% | -3.2% |
| All | +222.0% | +155.2% | +66.9% | +134.4% |
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