+3,015.3%
CVNA vs LH
+174.1%
+2,841.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -3.0% |
| 7D | -7.3% | -4.7% | -2.6% | -2.9% |
| 30D | -4.6% | -3.5% | -1.1% | -1.4% |
| 3M | +2.0% | +17.7% | -15.7% | -14.1% |
| 6M | +11.7% | +15.8% | -4.0% | -4.4% |
| YTD | -18.1% | +25.1% | -43.2% | -36.0% |
| 1Y | -2.4% | +12.5% | -14.9% | -16.3% |
| 3Y | +580.6% | +59.8% | +520.8% | +294.9% |
| 5Y | +4.9% | +27.1% | -22.2% | -20.6% |
| All | +3,015.3% | +174.1% | +2,841.2% | +1,059.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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