+122.8%
CVNA vs LCID
-95.8%
+218.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.8% | +6.0% | +0.7% |
| 7D | -1.0% | -9.3% | +8.3% | +2.0% |
| 30D | -1.0% | -35.4% | +34.4% | +13.0% |
| 3M | +5.5% | -17.1% | +22.5% | +3.9% |
| 6M | +11.8% | -58.9% | +70.8% | +36.9% |
| YTD | -13.0% | -59.6% | +46.6% | +5.6% |
| 1Y | -2.1% | -78.0% | +75.9% | +43.6% |
| 3Y | +681.6% | -92.7% | +774.3% | +1,314.2% |
| 5Y | +11.6% | -97.8% | +109.5% | +216.8% |
| All | +122.8% | -95.8% | +218.6% | +545.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling