-22.2%
CPRT vs LDOS
-31.1%
+8.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.4% |
| 7D | -1.4% | -1.3% | -0.1% | -1.0% |
| 30D | +21.5% | +10.1% | +11.4% | +18.3% |
| 3M | +9.4% | -4.7% | +14.1% | +10.3% |
| 6M | -3.3% | +5.6% | -8.9% | -6.1% |
| YTD | -17.8% | -25.1% | +7.3% | -14.5% |
| 1Y | -22.2% | -31.7% | +9.5% | -18.6% |
| All | -22.2% | -31.1% | +8.9% | -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