+13.4%
PAYX vs LTH
+150.3%
-137.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -7.9% | -3.7% | -4.2% | -7.3% |
| 30D | -5.0% | -5.3% | +0.3% | -4.2% |
| 3M | +15.1% | +24.2% | -9.1% | +10.9% |
| 6M | +23.9% | +54.8% | -30.9% | +14.1% |
| YTD | +6.2% | +56.1% | -49.9% | -2.6% |
| 1Y | -9.6% | +45.5% | -55.2% | -16.2% |
| 3Y | +5.8% | +155.9% | -150.1% | -13.8% |
| All | +13.4% | +150.3% | -137.0% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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