+805.3%
LII vs CPAY
+1,748.9%
-943.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +0.7% |
| 7D | +2.9% | +1.6% | +1.4% | +2.4% |
| 30D | +0.9% | +17.6% | -16.7% | -4.5% |
| 3M | -15.5% | +8.7% | -24.2% | -18.0% |
| 6M | -30.2% | +39.5% | -69.7% | -38.1% |
| YTD | -26.8% | +53.6% | -80.4% | -38.2% |
| 1Y | -25.3% | +63.3% | -88.5% | -38.2% |
| 3Y | -7.8% | +101.7% | -109.5% | -30.4% |
| 5Y | +17.0% | +91.4% | -74.4% | -11.6% |
| 10Y | +169.9% | +221.7% | -51.8% | +63.3% |
| All | +805.3% | +1,748.9% | -943.6% | +171.3% |
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 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