+661.7%
LHX vs CPAY
+1,533.9%
-872.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -4.8% | -2.7% | -2.1% | -4.1% |
| 30D | -12.7% | +0.6% | -13.3% | -12.9% |
| 3M | -17.6% | +17.0% | -34.7% | -21.4% |
| 6M | -30.7% | +24.1% | -54.9% | -35.3% |
| YTD | -14.3% | +35.7% | -50.1% | -22.5% |
| 1Y | -8.4% | +34.0% | -42.4% | -17.2% |
| 3Y | +56.7% | +50.3% | +6.4% | +32.8% |
| 5Y | +18.5% | +56.7% | -38.2% | -3.5% |
| 10Y | +229.6% | +153.9% | +75.6% | +120.0% |
| All | +661.7% | +1,533.9% | -872.1% | +159.8% |
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