+25.2%
CPRT vs LCID
-96.5%
+121.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.4% | -7.9% | +1.0% |
| 7D | +1.6% | +20.0% | -18.4% | +0.3% |
| 30D | +18.8% | -5.0% | +23.8% | +18.9% |
| 3M | +9.4% | -48.9% | +58.3% | +13.6% |
| 6M | -4.4% | -43.2% | +38.8% | -2.4% |
| YTD | -17.1% | -65.9% | +48.8% | -12.9% |
| 1Y | -19.9% | -79.2% | +59.3% | -13.2% |
| 3Y | -30.5% | -90.4% | +59.9% | -23.6% |
| 5Y | -15.9% | -99.2% | +83.3% | +4.1% |
| All | +25.2% | -96.5% | +121.7% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 10y: compounded portfolio wealth divided by compounded LCID 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…
10y analysis · Full analysis span regression · 6 months rolling