-15.0%
CPRT vs LSCC
+40.9%
-55.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | -0.1% |
| 7D | +4.0% | +5.0% | -1.0% | +3.1% |
| 30D | +18.2% | -11.7% | +30.0% | +19.7% |
| 3M | +9.2% | -13.3% | +22.5% | +10.2% |
| 6M | -4.8% | -12.5% | +7.7% | -6.0% |
| YTD | -17.5% | +51.2% | -68.7% | -28.7% |
| 1Y | -22.0% | +65.9% | -87.9% | -34.2% |
| 3Y | -33.7% | +95.3% | -129.1% | -50.7% |
| 5Y | -15.0% | +38.6% | -53.6% | -36.3% |
| All | -15.0% | +40.9% | -55.9% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling