+20,793.5%
CPRT vs LH
+1,195.5%
+19,598.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -0.4% | +1.1% | -1.4% | -0.5% |
| 30D | +21.2% | +16.7% | +4.4% | +18.3% |
| 3M | +8.3% | +15.1% | -6.8% | +6.0% |
| 6M | -3.4% | +46.3% | -49.7% | -8.8% |
| YTD | -18.7% | +48.8% | -67.5% | -23.5% |
| 1Y | -23.5% | +39.7% | -63.2% | -27.4% |
| 3Y | -34.2% | +87.0% | -121.2% | -40.4% |
| 5Y | -18.2% | +53.0% | -71.2% | -24.0% |
| 10Y | +370.9% | +264.3% | +106.6% | +290.4% |
| All | +20,793.5% | +1,195.5% | +19,598.0% | +16,358.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling