-33.4%
CPRT vs LH
+16.9%
-50.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.3% |
| 7D | -0.4% | -3.2% | +2.8% | +0.7% |
| 30D | +8.2% | +0.1% | +8.1% | +8.2% |
| 3M | +2.3% | +18.6% | -16.3% | -3.6% |
| 6M | -14.7% | +17.9% | -32.7% | -19.6% |
| YTD | -18.2% | +28.9% | -47.1% | -24.2% |
| 1Y | -33.4% | +16.6% | -50.0% | -38.6% |
| All | -33.4% | +16.9% | -50.3% | -38.6% |
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