+11,252.2%
LMT vs PAYX
+35,385.9%
-24,133.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | -0.2% | -4.9% | +4.6% | +0.7% |
| 30D | -13.1% | -3.8% | -9.3% | -12.5% |
| 3M | -3.9% | +17.9% | -21.7% | -6.9% |
| 6M | -18.3% | +26.1% | -44.3% | -22.0% |
| YTD | +10.3% | +6.7% | +3.6% | +8.3% |
| 1Y | +14.2% | -10.7% | +25.0% | +15.8% |
| 3Y | +35.0% | +7.0% | +28.0% | +31.6% |
| 5Y | +73.2% | +22.6% | +50.6% | +63.3% |
| 10Y | +186.8% | +166.5% | +20.3% | +136.5% |
| All | +11,252.2% | +35,385.9% | -24,133.7% | +6,041.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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