-28.8%
CPRT vs LNT
+48.2%
-77.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.5% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | +8.2% | -0.5% | +8.8% | +8.4% |
| 3M | +2.3% | -5.5% | +7.8% | +3.6% |
| 6M | -14.7% | -3.8% | -10.9% | -14.0% |
| YTD | -18.2% | +6.8% | -25.0% | -19.3% |
| 1Y | -33.4% | +9.3% | -42.7% | -34.7% |
| All | -28.8% | +48.2% | -77.0% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling