+5,674.3%
LMT vs CPRT
+23,878.7%
-18,204.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.5% |
| 7D | -6.3% | +2.2% | -8.5% | -6.5% |
| 30D | -8.5% | +16.6% | -25.1% | -10.1% |
| 3M | +1.8% | +9.6% | -7.8% | +0.6% |
| 6M | -19.9% | -11.1% | -8.8% | -19.1% |
| YTD | +10.6% | -13.9% | +24.4% | +11.9% |
| 1Y | +17.9% | -32.5% | +50.5% | +22.5% |
| 3Y | +27.0% | -25.0% | +52.0% | +29.6% |
| 5Y | +68.7% | -7.4% | +76.0% | +66.7% |
| 10Y | +181.1% | +422.0% | -240.9% | +133.6% |
| All | +5,674.3% | +23,878.7% | -18,204.3% | +3,965.4% |
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