+446.1%
LITE vs CPRT
-17.2%
+463.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.4% | -18.2% | -18.6% |
| 7D | -44.6% | +9.9% | -54.5% | -46.0% |
| 30D | -55.0% | +21.1% | -76.1% | -57.4% |
| 3M | -38.3% | +12.3% | -50.7% | -41.0% |
| 6M | -48.8% | -2.0% | -46.7% | -49.3% |
| YTD | +38.3% | -17.0% | +55.3% | +46.9% |
| 1Y | +119.0% | -22.5% | +141.5% | +140.9% |
| 3Y | +1,092.0% | -29.3% | +1,121.3% | +1,284.7% |
| 5Y | +446.1% | -15.6% | +461.7% | +414.2% |
| All | +446.1% | -17.2% | +463.3% | +414.2% |
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