+187.0%
LMT vs CPRT
+410.9%
-224.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -1.8% |
| 7D | -1.3% | -0.4% | -0.9% | -1.3% |
| 30D | -12.5% | +8.2% | -20.8% | -14.3% |
| 3M | -0.5% | +2.3% | -2.8% | -1.5% |
| 6M | -20.0% | -14.7% | -5.3% | -17.6% |
| YTD | +10.4% | -18.2% | +28.6% | +14.6% |
| 1Y | +17.7% | -33.4% | +51.1% | +28.1% |
| 3Y | +34.3% | -28.3% | +62.6% | +40.6% |
| 5Y | +71.8% | -9.8% | +81.6% | +65.2% |
| 10Y | +187.0% | +412.4% | -225.4% | +66.6% |
| All | +187.0% | +410.9% | -224.0% | +66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling