+46.9%
LMT vs CPRT
-32.3%
+79.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.6% |
| 7D | -5.6% | +4.0% | -9.6% | -6.0% |
| 30D | +18.4% | +18.2% | +0.1% | +16.4% |
| 3M | +0.6% | +9.2% | -8.5% | -0.8% |
| 6M | +20.6% | -4.8% | +25.4% | +20.0% |
| YTD | +27.0% | -17.5% | +44.5% | +27.5% |
| 1Y | +36.9% | -22.0% | +58.9% | +38.1% |
| 3Y | +46.9% | -33.7% | +80.6% | +50.0% |
| All | +46.9% | -32.3% | +79.2% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling