-34.2%
CPRT vs LTH
+241.8%
-276.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.9% |
| 7D | -0.4% | -1.3% | +0.9% | -0.2% |
| 30D | +21.2% | +15.7% | +5.5% | +18.2% |
| 3M | +8.3% | +5.0% | +3.3% | +7.2% |
| 6M | -3.4% | +37.7% | -41.0% | -8.5% |
| YTD | -18.7% | +75.0% | -93.7% | -26.5% |
| 1Y | -23.5% | +82.6% | -106.2% | -31.4% |
| 3Y | -34.2% | +241.3% | -275.5% | -47.1% |
| All | -34.2% | +241.8% | -276.0% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling