-5.7%
CPRT vs LDOS
+43.9%
-49.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +2.2% | -5.4% | +7.6% | +3.5% |
| 30D | +16.6% | +4.9% | +11.8% | +15.3% |
| 3M | +9.6% | +7.2% | +2.4% | +7.4% |
| 6M | -11.1% | -24.2% | +13.1% | -6.2% |
| YTD | -13.9% | -25.8% | +11.9% | -9.0% |
| 1Y | -32.5% | -24.7% | -7.8% | -29.0% |
| 3Y | -25.0% | +39.3% | -64.3% | -31.8% |
| All | -5.7% | +43.9% | -49.6% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling