-25.4%
CPRT vs LSCC
+20.0%
-45.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.3% |
| 7D | +2.2% | +1.3% | +0.9% | +2.1% |
| 30D | +16.6% | -9.7% | +26.3% | +17.3% |
| 3M | +9.6% | -23.7% | +33.3% | +11.2% |
| 6M | -11.1% | +26.5% | -37.6% | -15.0% |
| YTD | -13.9% | +57.5% | -71.4% | -20.1% |
| 1Y | -32.5% | +75.7% | -108.2% | -38.6% |
| All | -25.4% | +20.0% | -45.4% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling