+5,083.9%
LITE vs CPRT
+649.3%
+4,434.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.8% |
| 7D | -1.5% | +2.2% | -3.7% | -2.6% |
| 30D | +6.7% | +16.6% | -10.0% | -1.4% |
| 3M | -6.8% | +9.6% | -16.3% | -13.5% |
| 6M | +29.4% | -11.1% | +40.6% | +33.4% |
| YTD | +139.1% | -13.9% | +153.0% | +147.2% |
| 1Y | +521.0% | -32.5% | +553.5% | +634.2% |
| 3Y | +1,535.3% | -25.0% | +1,560.3% | +1,715.2% |
| 5Y | +889.8% | -7.4% | +897.2% | +840.9% |
| 10Y | +2,400.7% | +422.0% | +1,978.7% | +841.9% |
| All | +5,083.9% | +649.3% | +4,434.5% | +1,796.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling