-23.9%
CPRT vs LH
+44.2%
-68.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.9% | +1.1% | +3.6% |
| 7D | +12.6% | +2.1% | +10.5% | +11.7% |
| 30D | +18.0% | +19.2% | -1.2% | +10.3% |
| 3M | +11.0% | +18.0% | -7.1% | +4.1% |
| 6M | -2.0% | +46.1% | -48.1% | -15.6% |
| YTD | -16.7% | +47.7% | -64.4% | -27.9% |
| 1Y | -23.9% | +47.2% | -71.1% | -34.9% |
| All | -23.9% | +44.2% | -68.1% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling