+387.6%
CPRT vs LPLA
+1,226.8%
-839.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | -8.4% | -3.7% | -4.8% | -7.4% |
| 30D | +4.6% | -6.4% | +11.0% | +6.5% |
| 3M | -1.9% | +20.2% | -22.1% | -7.5% |
| 6M | -15.3% | +12.8% | -28.2% | -19.0% |
| YTD | -21.5% | -2.5% | -19.0% | -22.0% |
| 1Y | -36.6% | +1.9% | -38.6% | -38.2% |
| 3Y | -31.2% | +45.0% | -76.2% | -41.7% |
| 5Y | -14.1% | +146.6% | -160.7% | -42.1% |
| All | +387.6% | +1,226.8% | -839.2% | +107.4% |
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