-25.4%
CPRT vs LII
+5.3%
-30.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | +0.2% |
| 7D | +2.2% | -0.7% | +2.9% | +2.4% |
| 30D | +16.6% | -12.6% | +29.2% | +20.0% |
| 3M | +9.6% | -24.4% | +34.0% | +15.1% |
| 6M | -11.1% | -28.7% | +17.6% | -5.6% |
| YTD | -13.9% | -19.1% | +5.3% | -12.0% |
| 1Y | -32.5% | -29.7% | -2.8% | -28.4% |
| All | -25.4% | +5.3% | -30.7% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling