+1,499.9%
LITE vs CPRT
+386.2%
+1,113.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -13.9% | +4.0% | -17.9% | -15.5% |
| 30D | -46.9% | +18.2% | -65.2% | -51.4% |
| 3M | -28.0% | +9.2% | -37.2% | -32.8% |
| 6M | -35.2% | -4.8% | -30.4% | -37.0% |
| YTD | +58.9% | -17.5% | +76.4% | +64.6% |
| 1Y | +125.3% | -22.0% | +147.3% | +140.1% |
| 3Y | +1,344.4% | -33.7% | +1,378.1% | +1,591.9% |
| 5Y | +541.2% | -15.0% | +556.1% | +526.3% |
| All | +1,499.9% | +386.2% | +1,113.7% | +419.1% |
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