-23.5%
CPRT vs LDOS
-31.9%
+8.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.4% | -1.6% | +1.2% | +0.1% |
| 30D | +21.2% | +8.2% | +12.9% | +18.6% |
| 3M | +8.3% | -8.2% | +16.5% | +10.4% |
| 6M | -3.4% | +5.8% | -9.2% | -6.0% |
| YTD | -18.7% | -27.0% | +8.3% | -14.7% |
| 1Y | -23.5% | -31.0% | +7.5% | -19.6% |
| All | -23.5% | -31.9% | +8.4% | -19.6% |
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