+376.0%
CPRT vs LH
+263.2%
+112.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -1.4% | +1.2% | -2.6% | -1.9% |
| 30D | +21.5% | +18.0% | +3.5% | +12.6% |
| 3M | +9.4% | +15.7% | -6.3% | +2.2% |
| 6M | -3.3% | +46.6% | -49.9% | -19.0% |
| YTD | -17.8% | +49.5% | -67.3% | -31.9% |
| 1Y | -22.2% | +40.2% | -62.4% | -33.7% |
| 3Y | -34.0% | +87.6% | -121.6% | -52.0% |
| 5Y | -15.4% | +59.3% | -74.7% | -34.6% |
| 10Y | +376.0% | +266.1% | +109.9% | +129.8% |
| All | +376.0% | +263.2% | +112.8% | +129.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling