+392.8%
CPRT vs LII
+162.0%
+230.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -0.9% |
| 7D | +6.0% | -0.6% | +6.7% | +6.4% |
| 30D | +20.0% | -4.6% | +24.6% | +21.9% |
| 3M | +10.1% | -21.2% | +31.4% | +20.6% |
| 6M | -4.3% | -36.4% | +32.1% | +11.7% |
| YTD | -18.4% | -28.9% | +10.5% | -10.5% |
| 1Y | -20.1% | -29.5% | +9.4% | -12.3% |
| 3Y | -30.4% | -8.6% | -21.8% | -36.2% |
| 5Y | -17.0% | +20.2% | -37.2% | -36.1% |
| All | +392.8% | +162.0% | +230.8% | +159.1% |
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