-9.8%
CPRT vs LVS
+5.2%
-15.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.4% |
| 7D | -0.4% | -2.7% | +2.3% | +0.2% |
| 30D | +8.2% | -4.7% | +12.9% | +9.3% |
| 3M | +2.3% | -15.6% | +17.9% | +5.8% |
| 6M | -14.7% | -18.6% | +3.9% | -11.4% |
| YTD | -18.2% | -32.3% | +14.1% | -12.1% |
| 1Y | -33.4% | -18.0% | -15.3% | -31.6% |
| 3Y | -28.3% | -5.8% | -22.5% | -30.2% |
| 5Y | -9.8% | +5.7% | -15.6% | -19.0% |
| All | -9.8% | +5.2% | -15.0% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling