+363.9%
CPRT vs LSCC
+1,435.5%
-1,071.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | 0.0% |
| 7D | -1.5% | +21.2% | -22.7% | -5.0% |
| 30D | +21.4% | -1.9% | +23.2% | +20.6% |
| 3M | +10.4% | -8.1% | +18.4% | +10.3% |
| 6M | -4.3% | -5.2% | +0.9% | -7.1% |
| YTD | -18.3% | +61.5% | -79.8% | -30.9% |
| 1Y | -22.5% | +81.3% | -103.8% | -36.4% |
| 3Y | -34.3% | +108.7% | -143.0% | -51.8% |
| 5Y | -17.8% | +44.1% | -61.9% | -37.6% |
| All | +363.9% | +1,435.5% | -1,071.6% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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