+74.4%
LMT vs CPRT
-9.0%
+83.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +2.3% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -8.2% | +9.9% | -18.2% | -9.0% |
| 3M | +3.7% | +5.6% | -1.9% | +3.1% |
| 6M | -19.2% | -13.6% | -5.5% | -18.6% |
| YTD | +12.9% | -16.7% | +29.6% | +13.8% |
| 1Y | +19.8% | -33.1% | +52.9% | +22.4% |
| 3Y | +37.3% | -27.1% | +64.3% | +39.3% |
| 5Y | +74.4% | -9.9% | +84.2% | +73.5% |
| All | +74.4% | -9.0% | +83.4% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling