-4.3%
CPRT vs LTH
+160.9%
-165.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +2.2% | -0.6% | +2.9% | +2.3% |
| 30D | +16.6% | -4.6% | +21.2% | +17.6% |
| 3M | +9.6% | +32.8% | -23.2% | +3.5% |
| 6M | -11.1% | +64.6% | -75.7% | -20.2% |
| YTD | -13.9% | +62.6% | -76.5% | -22.6% |
| 1Y | -32.5% | +49.9% | -82.5% | -38.5% |
| 3Y | -25.0% | +151.3% | -176.4% | -40.5% |
| All | -4.3% | +160.9% | -165.2% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling