-29.3%
CPRT vs LDOS
+35.4%
-64.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +9.9% | -3.7% | +13.6% | +11.0% |
| 30D | +21.1% | +16.4% | +4.7% | +16.5% |
| 3M | +12.3% | +7.4% | +4.9% | +10.2% |
| 6M | -2.0% | -0.3% | -1.7% | -2.9% |
| YTD | -17.0% | -24.0% | +7.0% | -13.1% |
| 1Y | -22.5% | -29.6% | +7.0% | -17.5% |
| All | -29.3% | +35.4% | -64.6% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling