+2.0%
LII vs CPAY
+49.5%
-47.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -0.7% |
| 7D | +2.1% | +0.6% | +1.5% | +1.9% |
| 30D | -12.4% | +3.6% | -16.0% | -13.4% |
| 3M | -24.8% | +16.6% | -41.4% | -28.5% |
| 6M | -25.2% | +29.5% | -54.6% | -31.7% |
| YTD | -20.3% | +35.3% | -55.5% | -29.2% |
| 1Y | -32.9% | +30.6% | -63.6% | -39.8% |
| 3Y | +2.0% | +49.7% | -47.7% | -11.1% |
| All | +2.0% | +49.5% | -47.4% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling