+376.0%
CPRT vs LII
+172.8%
+203.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -1.4% | -2.3% | +0.9% | -0.5% |
| 30D | +21.5% | -1.7% | +23.2% | +21.9% |
| 3M | +9.4% | -18.3% | +27.7% | +18.1% |
| 6M | -3.3% | -32.3% | +29.0% | +10.0% |
| YTD | -17.8% | -27.1% | +9.3% | -10.8% |
| 1Y | -22.2% | -27.2% | +5.0% | -15.7% |
| 3Y | -34.0% | -8.9% | -25.0% | -39.2% |
| 5Y | -15.4% | +19.7% | -35.1% | -34.6% |
| 10Y | +376.0% | +168.9% | +207.1% | +148.3% |
| All | +376.0% | +172.8% | +203.2% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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