+135.2%
LTH vs CPAY
+54.7%
+80.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -4.0% | -2.5% | -1.5% | -2.8% |
| 30D | -1.7% | +1.3% | -3.0% | -2.4% |
| 3M | +28.0% | +13.5% | +14.5% | +19.2% |
| 6M | +54.1% | +24.7% | +29.3% | +34.6% |
| YTD | +57.1% | +34.9% | +22.1% | +28.9% |
| 1Y | +45.8% | +29.7% | +16.1% | +21.9% |
| 3Y | +157.6% | +49.4% | +108.2% | +86.7% |
| All | +135.2% | +54.7% | +80.6% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling