+6,530.0%
LMT vs CPRT
+22,868.9%
-16,338.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.6% |
| 7D | -5.6% | +4.0% | -9.6% | -6.1% |
| 30D | +18.4% | +18.2% | +0.1% | +16.1% |
| 3M | +0.6% | +9.2% | -8.5% | -0.6% |
| 6M | +20.6% | -4.8% | +25.4% | +20.8% |
| YTD | +27.0% | -17.5% | +44.5% | +28.9% |
| 1Y | +36.9% | -22.0% | +58.9% | +39.8% |
| 3Y | +46.9% | -33.7% | +80.6% | +51.8% |
| 5Y | +104.2% | -15.0% | +119.2% | +103.6% |
| 10Y | +205.2% | +385.2% | -179.9% | +155.2% |
| All | +6,530.0% | +22,868.9% | -16,338.9% | +4,582.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling