-30.4%
CPRT vs LSCC
+81.4%
-111.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.1% | -8.8% | -1.8% |
| 7D | +6.0% | +13.0% | -6.9% | +5.6% |
| 30D | +20.0% | -19.8% | +39.8% | +21.0% |
| 3M | +10.1% | -18.4% | +28.5% | +10.9% |
| 6M | -4.3% | -16.1% | +11.8% | -4.9% |
| YTD | -18.4% | +42.7% | -61.1% | -24.4% |
| 1Y | -20.1% | +68.0% | -88.1% | -27.7% |
| 3Y | -30.4% | +85.8% | -116.3% | -41.4% |
| All | -30.4% | +81.4% | -111.8% | -41.4% |
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