+163.0%
LITE vs CPRT
-22.5%
+185.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -5.0% |
| 7D | +10.8% | -0.4% | +11.2% | +10.2% |
| 30D | -33.4% | +21.2% | -54.6% | -20.0% |
| 3M | -32.2% | +8.3% | -40.5% | -24.4% |
| 6M | -42.1% | -3.4% | -38.7% | -37.9% |
| YTD | +61.9% | -18.7% | +80.6% | +57.2% |
| 1Y | +163.0% | -23.5% | +186.5% | +127.8% |
| All | +163.0% | -22.5% | +185.5% | +127.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling