+490.8%
LITE vs CPRT
-17.4%
+508.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +6.0% |
| 7D | -35.9% | +6.0% | -42.0% | -37.0% |
| 30D | -51.5% | +20.0% | -71.5% | -54.1% |
| 3M | -35.7% | +10.1% | -45.9% | -38.3% |
| 6M | -43.0% | -4.3% | -38.7% | -43.1% |
| YTD | +46.1% | -18.4% | +64.5% | +55.7% |
| 1Y | +124.7% | -20.1% | +144.8% | +141.0% |
| 3Y | +1,172.1% | -30.4% | +1,202.5% | +1,382.1% |
| All | +490.8% | -17.4% | +508.2% | +465.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling