+158.2%
LTH vs CPAY
+48.3%
+109.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -4.0% | -2.5% | -1.5% | -3.1% |
| 30D | -1.7% | +1.3% | -3.0% | -2.2% |
| 3M | +28.0% | +13.5% | +14.5% | +21.3% |
| 6M | +54.1% | +24.7% | +29.3% | +39.2% |
| YTD | +57.1% | +34.9% | +22.1% | +35.0% |
| 1Y | +45.8% | +29.7% | +16.1% | +27.5% |
| All | +158.2% | +48.3% | +109.9% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling