+387.6%
CPRT vs LNT
+148.3%
+239.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.7% |
| 7D | -8.4% | -1.1% | -7.3% | -8.1% |
| 30D | +4.6% | -1.9% | +6.5% | +5.3% |
| 3M | -1.9% | -7.2% | +5.2% | +0.8% |
| 6M | -15.3% | -3.9% | -11.4% | -14.3% |
| YTD | -21.5% | +5.9% | -27.3% | -23.4% |
| 1Y | -36.6% | +8.4% | -45.0% | -38.9% |
| 3Y | -31.2% | +46.6% | -77.8% | -41.8% |
| 5Y | -14.1% | +32.4% | -46.6% | -25.3% |
| All | +387.6% | +148.3% | +239.3% | +254.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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