+3,227.5%
CVNA vs LDOS
+189.7%
+3,037.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +2.6% |
| 7D | -4.8% | -1.3% | -3.4% | -4.1% |
| 30D | +24.1% | +10.1% | +14.0% | +16.8% |
| 3M | +2.6% | -4.7% | +7.3% | +4.6% |
| 6M | -3.1% | +5.6% | -8.7% | -8.1% |
| YTD | -12.5% | -25.1% | +12.6% | +1.1% |
| 1Y | +13.0% | -31.7% | +44.7% | +38.4% |
| 3Y | +1,165.3% | +33.7% | +1,131.6% | +824.9% |
| 5Y | +29.0% | +54.4% | -25.3% | -17.3% |
| All | +3,227.5% | +189.7% | +3,037.8% | +1,516.7% |
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