+3,159.9%
CVNA vs LDOS
+182.4%
+2,977.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | -1.6% | -1.6% | 0.0% | -0.7% |
| 30D | +24.9% | +8.2% | +16.6% | +18.7% |
| 3M | -1.8% | -8.2% | +6.4% | +2.4% |
| 6M | +3.5% | +5.8% | -2.3% | -2.1% |
| YTD | -14.3% | -27.0% | +12.7% | +0.6% |
| 1Y | +13.6% | -31.0% | +44.6% | +38.1% |
| 3Y | +1,163.4% | +29.3% | +1,134.2% | +843.3% |
| 5Y | +22.9% | +48.7% | -25.8% | -19.3% |
| All | +3,159.9% | +182.4% | +2,977.5% | +1,508.2% |
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