-7.4%
CPRT vs LTH
+156.3%
-163.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.6% | -3.0% |
| 7D | +0.4% | +1.5% | -1.1% | +0.1% |
| 30D | +9.9% | -3.1% | +13.0% | +10.5% |
| 3M | +5.6% | +28.1% | -22.5% | +0.5% |
| 6M | -13.6% | +67.4% | -81.0% | -22.7% |
| YTD | -16.7% | +59.8% | -76.5% | -24.9% |
| 1Y | -33.1% | +45.6% | -78.7% | -38.7% |
| 3Y | -27.1% | +162.0% | -189.1% | -42.6% |
| All | -7.4% | +156.3% | -163.7% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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