+18.8%
LII vs CPAY
+89.5%
-70.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +0.6% |
| 7D | +2.9% | +1.6% | +1.4% | +2.4% |
| 30D | +0.9% | +17.6% | -16.7% | -5.1% |
| 3M | -15.5% | +8.7% | -24.2% | -18.3% |
| 6M | -30.2% | +39.5% | -69.7% | -39.0% |
| YTD | -26.8% | +53.6% | -80.4% | -40.0% |
| 1Y | -25.3% | +63.3% | -88.5% | -40.4% |
| 3Y | -7.8% | +101.7% | -109.5% | -36.0% |
| All | +18.8% | +89.5% | -70.7% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling