+73.0%
LMT vs CPAY
+55.3%
+17.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -0.2% | -2.0% | +1.7% | 0.0% |
| 30D | -13.1% | -0.4% | -12.7% | -13.1% |
| 3M | -3.9% | +16.4% | -20.2% | -5.4% |
| 6M | -18.3% | +23.5% | -41.8% | -20.1% |
| YTD | +10.3% | +35.7% | -25.3% | +6.7% |
| 1Y | +14.2% | +30.2% | -15.9% | +10.8% |
| 3Y | +35.0% | +49.7% | -14.7% | +27.0% |
| All | +73.0% | +55.3% | +17.7% | +66.0% |
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