-15.0%
CPRT vs LH
+64.6%
-79.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.0% | +4.8% | -0.8% | +2.2% |
| 30D | +18.2% | +18.8% | -0.6% | +10.6% |
| 3M | +9.2% | +15.7% | -6.5% | +3.1% |
| 6M | -4.8% | +46.7% | -51.5% | -18.0% |
| YTD | -17.5% | +48.9% | -66.4% | -29.4% |
| 1Y | -22.0% | +43.5% | -65.5% | -32.4% |
| 3Y | -33.7% | +86.9% | -120.6% | -49.7% |
| 5Y | -15.0% | +60.4% | -75.4% | -32.2% |
| All | -15.0% | +64.6% | -79.6% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling