+126.3%
CVNA vs LCID
-95.4%
+221.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.2% | +1.0% |
| 7D | +0.7% | -6.6% | +7.3% | +2.8% |
| 30D | +7.4% | -30.1% | +37.5% | +19.4% |
| 3M | +12.7% | -17.6% | +30.3% | +11.4% |
| 6M | +17.9% | -54.4% | +72.4% | +39.7% |
| YTD | -11.6% | -55.7% | +44.1% | +4.4% |
| 1Y | +0.8% | -71.0% | +71.8% | +34.2% |
| 3Y | +633.4% | -92.6% | +726.1% | +1,236.4% |
| 5Y | +13.5% | -97.6% | +111.1% | +212.6% |
| All | +126.3% | -95.4% | +221.8% | +537.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling