-17.1%
CPRT vs LTH
+142.9%
-160.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | +6.0% | +4.5% | +1.6% | +5.1% |
| 30D | +20.0% | +16.3% | +3.7% | +16.3% |
| 3M | +10.1% | +8.4% | +1.8% | +8.1% |
| 6M | -4.3% | +40.3% | -44.6% | -11.0% |
| YTD | -18.4% | +77.3% | -95.7% | -28.2% |
| 1Y | -20.1% | +88.0% | -108.0% | -30.7% |
| 3Y | -30.4% | +274.3% | -304.7% | -49.6% |
| All | -17.1% | +142.9% | -160.0% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling