+17.9%
LMT vs CPAY
+29.9%
-12.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.4% |
| 7D | -6.3% | +2.1% | -8.3% | -6.4% |
| 30D | -8.5% | +5.5% | -14.0% | -8.8% |
| 3M | +1.8% | +16.6% | -14.7% | +0.7% |
| 6M | -19.9% | +26.7% | -46.6% | -21.1% |
| YTD | +10.6% | +38.4% | -27.8% | +8.6% |
| 1Y | +17.9% | +30.1% | -12.2% | +17.3% |
| All | +17.9% | +29.9% | -12.0% | +17.3% |
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