+374.9%
CPRT vs LVS
0.0%
+374.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.7% |
| 7D | -11.2% | -3.5% | -7.7% | -10.4% |
| 30D | +3.3% | -6.2% | +9.6% | +4.9% |
| 3M | -3.6% | -14.8% | +11.3% | +0.3% |
| 6M | -15.8% | -20.9% | +5.1% | -11.1% |
| YTD | -23.5% | -33.0% | +9.5% | -16.3% |
| 1Y | -38.8% | -20.0% | -18.7% | -36.3% |
| 3Y | -33.4% | -6.9% | -26.5% | -35.1% |
| 5Y | -16.4% | +9.1% | -25.4% | -25.6% |
| All | +374.9% | 0.0% | +374.9% | +314.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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