+6.6%
CVNA vs LEN
-13.7%
+20.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.5% | -0.7% | -0.8% |
| 7D | -4.3% | -7.8% | +3.5% | +3.4% |
| 30D | -2.4% | -11.0% | +8.6% | +9.0% |
| 3M | +4.5% | -12.8% | +17.3% | +17.9% |
| 6M | +10.2% | -20.2% | +30.4% | +35.4% |
| YTD | -16.7% | -23.0% | +6.3% | +2.6% |
| 1Y | -3.8% | -41.8% | +38.1% | +53.8% |
| 3Y | +648.3% | -28.8% | +677.1% | +662.8% |
| 5Y | +6.6% | -12.6% | +19.2% | -27.7% |
| All | +6.6% | -13.7% | +20.2% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling