+6,606.2%
LMT vs CPRT
+22,776.4%
-16,170.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.2% |
| 7D | +2.5% | -1.4% | +3.9% | +2.7% |
| 30D | +19.2% | +21.5% | -2.3% | +16.6% |
| 3M | +2.7% | +9.4% | -6.7% | +1.4% |
| 6M | +20.6% | -3.3% | +23.9% | +20.6% |
| YTD | +28.4% | -17.8% | +46.2% | +30.5% |
| 1Y | +36.9% | -22.2% | +59.1% | +39.9% |
| 3Y | +48.5% | -34.0% | +82.5% | +53.6% |
| 5Y | +107.6% | -15.4% | +123.1% | +107.1% |
| 10Y | +206.5% | +376.0% | -169.5% | +156.7% |
| All | +6,606.2% | +22,776.4% | -16,170.3% | +4,638.7% |
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