+13.0%
CVNA vs LDOS
+43.9%
-30.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | +0.7% | -5.4% | +6.2% | +3.0% |
| 30D | +7.4% | +4.9% | +2.5% | +4.8% |
| 3M | +12.7% | +7.2% | +5.5% | +8.4% |
| 6M | +17.9% | -24.2% | +42.2% | +32.2% |
| YTD | -11.6% | -25.8% | +14.2% | -0.5% |
| 1Y | +0.8% | -24.7% | +25.5% | +12.3% |
| 3Y | +633.4% | +39.3% | +594.2% | +459.8% |
| All | +13.0% | +43.9% | -30.9% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling