+376.0%
CPRT vs LPLA
+797.0%
-421.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.2% |
| 7D | -1.4% | -3.2% | +1.8% | -0.5% |
| 30D | +21.5% | -8.6% | +30.1% | +24.1% |
| 3M | +9.4% | -18.7% | +28.1% | +15.2% |
| 6M | -3.3% | +4.5% | -7.9% | -6.0% |
| YTD | -17.8% | -15.3% | -2.5% | -15.6% |
| 1Y | -22.2% | -19.9% | -2.3% | -18.9% |
| 3Y | -34.0% | +33.4% | -67.4% | -43.5% |
| 5Y | -15.4% | +87.4% | -102.9% | -38.7% |
| 10Y | +376.0% | +800.4% | -424.4% | +99.9% |
| All | +376.0% | +797.0% | -421.1% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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