+194.3%
LMT vs CPRT
+370.9%
-176.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | +4.8% | -1.5% | +6.3% | +5.2% |
| 30D | +19.9% | +21.4% | -1.5% | +14.7% |
| 3M | +0.2% | +10.4% | -10.2% | -2.6% |
| 6M | +17.4% | -4.3% | +21.7% | +17.6% |
| YTD | +27.2% | -18.3% | +45.4% | +31.6% |
| 1Y | +35.6% | -22.5% | +58.1% | +42.0% |
| 3Y | +47.1% | -34.3% | +81.4% | +57.4% |
| 5Y | +103.7% | -17.8% | +121.4% | +102.3% |
| All | +194.3% | +370.9% | -176.6% | +84.9% |
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