+45.5%
LTH vs CPAY
+31.3%
+14.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -3.7% | -2.7% | -1.1% | -3.3% |
| 30D | -5.3% | +0.6% | -5.9% | -5.4% |
| 3M | +24.2% | +17.0% | +7.1% | +20.8% |
| 6M | +54.8% | +24.1% | +30.7% | +48.6% |
| YTD | +56.1% | +35.7% | +20.3% | +45.6% |
| 1Y | +45.5% | +34.0% | +11.5% | +38.5% |
| All | +45.5% | +31.3% | +14.3% | +38.5% |
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