+392.8%
CPRT vs LDOS
+248.5%
+144.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.8% |
| 7D | +6.0% | -7.2% | +13.2% | +8.9% |
| 30D | +20.0% | +16.8% | +3.2% | +13.6% |
| 3M | +10.1% | -1.6% | +11.7% | +10.6% |
| 6M | -4.3% | -1.0% | -3.3% | -4.6% |
| YTD | -18.4% | -25.8% | +7.4% | -10.7% |
| 1Y | -20.1% | -31.1% | +11.0% | -10.3% |
| 3Y | -30.4% | +32.8% | -63.2% | -40.9% |
| 5Y | -17.0% | +49.4% | -66.4% | -34.5% |
| All | +392.8% | +248.5% | +144.3% | +186.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 10y: compounded portfolio wealth divided by compounded LDOS 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…
10y analysis · Full analysis span regression · 6 months rolling