+6.1%
CVNA vs LH
+27.0%
-20.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -3.2% |
| 7D | -7.3% | -4.7% | -2.6% | -2.4% |
| 30D | -4.6% | -3.5% | -1.1% | -1.0% |
| 3M | +2.0% | +17.7% | -15.7% | -16.1% |
| 6M | +11.7% | +15.8% | -4.0% | -6.6% |
| YTD | -18.1% | +25.1% | -43.2% | -38.6% |
| 1Y | -2.4% | +12.5% | -14.9% | -18.3% |
| 3Y | +580.6% | +59.8% | +520.8% | +227.7% |
| All | +6.1% | +27.0% | -20.9% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling