+17.9%
LMT vs CPRT
-31.2%
+49.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.5% |
| 7D | -6.3% | +2.2% | -8.5% | -6.4% |
| 30D | -8.5% | +16.6% | -25.1% | -10.0% |
| 3M | +1.8% | +9.6% | -7.8% | +0.6% |
| 6M | -19.9% | -11.1% | -8.8% | -19.6% |
| YTD | +10.6% | -13.9% | +24.4% | +10.7% |
| 1Y | +17.9% | -32.5% | +50.5% | +19.3% |
| All | +17.9% | -31.2% | +49.2% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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