+1,127.0%
LMT vs CPAY
+1,533.9%
-406.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -0.5% | -2.7% | +2.1% | 0.0% |
| 30D | -10.8% | +0.6% | -11.3% | -11.0% |
| 3M | +1.6% | +17.0% | -15.4% | -1.9% |
| 6M | -17.6% | +24.1% | -41.7% | -21.6% |
| YTD | +11.6% | +35.7% | -24.1% | +3.5% |
| 1Y | +17.2% | +34.0% | -16.8% | +8.7% |
| 3Y | +35.7% | +50.3% | -14.5% | +19.5% |
| 5Y | +75.2% | +56.7% | +18.5% | +49.4% |
| 10Y | +190.1% | +153.9% | +36.1% | +116.2% |
| All | +1,127.0% | +1,533.9% | -406.9% | +530.9% |
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