-31.7%
CPRT vs LHX
+55.8%
-87.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | -8.4% | -4.8% | -3.6% | -7.5% |
| 30D | +4.6% | -12.7% | +17.3% | +7.6% |
| 3M | -1.9% | -17.6% | +15.7% | +1.8% |
| 6M | -15.3% | -30.7% | +15.4% | -9.0% |
| YTD | -21.5% | -14.3% | -7.1% | -19.5% |
| 1Y | -36.6% | -8.4% | -28.2% | -36.2% |
| All | -31.7% | +55.8% | -87.4% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling