+385.2%
CPRT vs LII
+166.2%
+218.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | +4.0% | +0.4% | +3.6% | +3.8% |
| 30D | +18.2% | -2.4% | +20.6% | +19.0% |
| 3M | +9.2% | -17.5% | +26.6% | +17.4% |
| 6M | -4.8% | -32.8% | +28.0% | +8.6% |
| YTD | -17.5% | -27.7% | +10.2% | -10.1% |
| 1Y | -22.0% | -28.1% | +6.1% | -15.1% |
| 3Y | -33.7% | -9.7% | -24.1% | -38.8% |
| 5Y | -15.0% | +19.5% | -34.5% | -34.3% |
| 10Y | +385.2% | +170.6% | +214.6% | +150.7% |
| All | +385.2% | +166.2% | +218.9% | +150.7% |
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