+900.5%
LII vs CPAY
+1,565.5%
-664.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +1.9% | +1.4% |
| 7D | -0.7% | +2.1% | -2.8% | -1.4% |
| 30D | -12.6% | +5.5% | -18.1% | -14.3% |
| 3M | -24.4% | +16.6% | -41.0% | -28.6% |
| 6M | -28.7% | +26.7% | -55.4% | -35.0% |
| YTD | -19.1% | +38.4% | -57.5% | -29.2% |
| 1Y | -29.7% | +30.1% | -59.8% | -37.3% |
| 3Y | +4.8% | +52.6% | -47.8% | -13.0% |
| 5Y | +24.6% | +59.0% | -34.4% | -0.1% |
| 10Y | +169.2% | +148.4% | +20.8% | +77.2% |
| All | +900.5% | +1,565.5% | -664.9% | +210.9% |
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