+25.9%
LMT vs CPRT
-24.7%
+50.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +5.0% | -11.9% | -7.4% |
| 7D | -5.5% | +12.6% | -18.1% | -6.9% |
| 30D | +17.5% | +18.0% | -0.5% | +15.0% |
| 3M | +1.6% | +11.0% | -9.4% | -0.7% |
| 6M | +16.3% | -2.0% | +18.3% | +14.7% |
| YTD | +25.3% | -16.7% | +41.9% | +24.5% |
| 1Y | +25.9% | -23.9% | +49.7% | +26.5% |
| All | +25.9% | -24.7% | +50.6% | +26.5% |
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