+374.9%
CPRT vs LHX
+227.8%
+147.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.2% |
| 7D | -11.2% | -4.3% | -6.9% | -9.9% |
| 30D | +3.3% | -15.1% | +18.5% | +8.8% |
| 3M | -3.6% | -21.0% | +17.4% | +3.5% |
| 6M | -15.8% | -32.0% | +16.2% | -5.3% |
| YTD | -23.5% | -15.3% | -8.2% | -20.2% |
| 1Y | -38.8% | -11.1% | -27.7% | -37.4% |
| 3Y | -33.4% | +54.0% | -87.5% | -44.3% |
| 5Y | -16.4% | +17.1% | -33.5% | -25.3% |
| All | +374.9% | +227.8% | +147.1% | +188.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 10y: compounded portfolio wealth divided by compounded LHX 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…
10y analysis · Full analysis span regression · 6 months rolling