+591.6%
CVNA vs LH
+56.3%
+535.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.4% | +0.1% | -1.5% |
| 7D | -4.3% | -7.4% | +3.1% | +0.4% |
| 30D | -2.4% | -4.6% | +2.2% | +0.5% |
| 3M | +4.5% | +14.5% | -10.0% | -4.8% |
| 6M | +10.2% | +14.8% | -4.6% | +0.2% |
| YTD | -16.7% | +23.3% | -40.0% | -28.7% |
| 1Y | -3.8% | +13.6% | -17.4% | -13.6% |
| All | +591.6% | +56.3% | +535.3% | +363.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling