+21,220.2%
CPRT vs LSCC
+2,173.2%
+19,047.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.6% | +8.2% | +0.9% |
| 7D | +9.9% | -4.8% | +14.7% | +10.4% |
| 30D | +21.1% | -27.1% | +48.2% | +26.5% |
| 3M | +12.3% | -23.6% | +35.9% | +15.7% |
| 6M | -2.0% | -19.8% | +17.8% | -1.6% |
| YTD | -17.0% | +33.2% | -50.3% | -24.6% |
| 1Y | -22.5% | +55.2% | -77.8% | -31.6% |
| 3Y | -29.3% | +70.1% | -99.4% | -41.4% |
| 5Y | -15.6% | +19.5% | -35.1% | -27.9% |
| 10Y | +411.6% | +1,164.9% | -753.3% | +185.5% |
| All | +21,220.2% | +2,173.2% | +19,047.0% | +8,457.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling