+532.4%
LNT vs CPAY
+1,524.4%
-992.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +0.2% | -2.5% | +2.7% | +0.6% |
| 30D | -0.5% | +1.3% | -1.8% | -0.8% |
| 3M | -5.5% | +13.5% | -19.0% | -7.7% |
| 6M | -3.8% | +24.7% | -28.5% | -7.9% |
| YTD | +6.8% | +34.9% | -28.1% | +0.3% |
| 1Y | +9.3% | +29.7% | -20.4% | +3.1% |
| 3Y | +47.9% | +49.4% | -1.5% | +33.8% |
| 5Y | +31.6% | +53.5% | -21.9% | +16.4% |
| 10Y | +150.1% | +152.5% | -2.3% | +100.3% |
| All | +532.4% | +1,524.4% | -992.0% | +258.6% |
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