+3,214.0%
CVNA vs LDOS
+187.0%
+3,026.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +3.4% |
| 7D | +7.7% | -7.2% | +14.9% | +12.4% |
| 30D | +17.2% | +16.8% | +0.4% | +6.4% |
| 3M | +7.7% | -1.6% | +9.2% | +7.7% |
| 6M | -5.5% | -1.0% | -4.6% | -6.8% |
| YTD | -12.8% | -25.8% | +12.9% | +1.3% |
| 1Y | +26.8% | -31.1% | +57.9% | +54.5% |
| 3Y | +1,007.0% | +32.8% | +974.2% | +712.6% |
| 5Y | +23.5% | +49.4% | -25.9% | -18.9% |
| All | +3,214.0% | +187.0% | +3,026.9% | +1,519.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling