+1,150.8%
CVNA vs LDOS
+37.8%
+1,113.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -4.6% |
| 7D | +2.4% | +1.9% | +0.6% | +1.8% |
| 30D | +14.6% | +12.8% | +1.8% | +9.7% |
| 3M | -1.5% | -1.0% | -0.5% | -1.6% |
| 6M | -6.3% | +6.2% | -12.5% | -8.9% |
| YTD | -13.5% | -23.2% | +9.7% | -4.9% |
| 1Y | +13.3% | -29.5% | +42.8% | +28.7% |
| 3Y | +1,150.8% | +37.1% | +1,113.7% | +510.1% |
| All | +1,150.8% | +37.8% | +1,113.0% | +510.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling