-32.6%
LII vs CPAY
+31.3%
-63.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -3.5% | -2.7% | -0.8% | -3.2% |
| 30D | -13.5% | +0.6% | -14.1% | -13.6% |
| 3M | -26.0% | +17.0% | -43.1% | -27.8% |
| 6M | -26.8% | +24.1% | -50.9% | -29.2% |
| YTD | -22.9% | +35.7% | -58.6% | -27.6% |
| 1Y | -32.6% | +34.0% | -66.6% | -35.3% |
| All | -32.6% | +31.3% | -63.9% | -35.3% |
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