+113.3%
CVNA vs LCID
-95.9%
+209.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.6% |
| 7D | -4.3% | -9.1% | +4.8% | -1.5% |
| 30D | -2.4% | -37.6% | +35.2% | +12.7% |
| 3M | +4.5% | -11.1% | +15.6% | +0.6% |
| 6M | +10.2% | -59.2% | +69.4% | +35.2% |
| YTD | -16.7% | -60.5% | +43.7% | +1.8% |
| 1Y | -3.8% | -78.5% | +74.7% | +42.3% |
| 3Y | +648.3% | -92.8% | +741.1% | +1,263.2% |
| 5Y | +6.6% | -97.9% | +104.5% | +204.7% |
| All | +113.3% | -95.9% | +209.2% | +521.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LCID 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling