-22.5%
CPRT vs LDOS
-32.8%
+10.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | +0.1% |
| 7D | -1.5% | -3.5% | +2.0% | -0.4% |
| 30D | +21.4% | +9.5% | +11.8% | +18.4% |
| 3M | +10.4% | -6.3% | +16.7% | +11.9% |
| 6M | -4.3% | +2.8% | -7.1% | -6.4% |
| YTD | -18.3% | -26.6% | +8.4% | -14.4% |
| 1Y | -22.5% | -31.3% | +8.8% | -18.6% |
| All | -22.5% | -32.8% | +10.4% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling