+3,335.1%
CVNA vs LDOS
+193.7%
+3,141.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.3% | +2.3% |
| 7D | +5.9% | -5.8% | +11.7% | +9.5% |
| 30D | +19.7% | +11.6% | +8.1% | +11.8% |
| 3M | +7.6% | -1.0% | +8.6% | +7.3% |
| 6M | -2.2% | +5.1% | -7.2% | -6.8% |
| YTD | -9.6% | -24.0% | +14.4% | +3.6% |
| 1Y | +25.4% | -30.3% | +55.7% | +51.9% |
| 3Y | +1,152.6% | +37.0% | +1,115.7% | +802.0% |
| 5Y | +28.9% | +53.4% | -24.5% | -16.7% |
| All | +3,335.1% | +193.7% | +3,141.4% | +1,556.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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