+115.0%
CVNA vs LCID
-96.8%
+211.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -11.3% | +7.2% | -0.6% |
| 7D | -1.7% | +9.2% | -10.9% | -4.9% |
| 30D | +17.3% | -3.0% | +20.3% | +16.9% |
| 3M | -2.3% | -50.2% | +48.0% | +19.5% |
| 6M | -3.9% | -45.8% | +41.9% | +6.6% |
| YTD | -16.1% | -69.2% | +53.1% | +9.5% |
| 1Y | +7.9% | -80.4% | +88.3% | +62.3% |
| 3Y | +1,113.4% | -91.4% | +1,204.9% | +1,875.6% |
| 5Y | +20.3% | -99.3% | +119.6% | +303.0% |
| All | +115.0% | -96.8% | +211.8% | +568.7% |
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