+3,015.3%
CVNA vs LEN
+82.3%
+2,933.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -3.3% |
| 7D | -7.3% | -4.8% | -2.5% | -3.9% |
| 30D | -4.6% | -6.6% | +2.0% | +0.4% |
| 3M | +2.0% | -15.7% | +17.6% | +15.6% |
| 6M | +11.7% | -16.6% | +28.4% | +27.5% |
| YTD | -18.1% | -21.3% | +3.3% | -4.1% |
| 1Y | -2.4% | -42.0% | +39.7% | +42.0% |
| 3Y | +580.6% | -27.9% | +608.5% | +687.0% |
| 5Y | +4.9% | -10.7% | +15.6% | +8.1% |
| All | +3,015.3% | +82.3% | +2,933.1% | +1,780.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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