+1,618.0%
LITE vs CPRT
+384.2%
+1,233.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.6% | +9.1% | +10.0% |
| 7D | -12.9% | +1.6% | -14.5% | -13.7% |
| 30D | -46.0% | +18.8% | -64.7% | -50.7% |
| 3M | -33.0% | +9.4% | -42.4% | -37.6% |
| 6M | -34.0% | -4.4% | -29.6% | -36.0% |
| YTD | +61.7% | -17.1% | +78.9% | +67.2% |
| 1Y | +148.3% | -19.9% | +168.2% | +160.7% |
| 3Y | +1,408.5% | -30.5% | +1,439.0% | +1,616.0% |
| 5Y | +546.2% | -15.9% | +562.1% | +536.1% |
| All | +1,618.0% | +384.2% | +1,233.8% | +439.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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