+3,265.8%
CVNA vs LH
+185.9%
+3,079.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.8% |
| 7D | +3.5% | -0.8% | +4.4% | +4.3% |
| 30D | +5.5% | +2.0% | +3.5% | +3.4% |
| 3M | +7.6% | +24.3% | -16.7% | -14.0% |
| 6M | +17.6% | +21.1% | -3.5% | -3.6% |
| YTD | -11.5% | +30.4% | -41.9% | -33.6% |
| 1Y | +0.4% | +18.4% | -18.0% | -18.2% |
| 3Y | +695.6% | +65.5% | +630.1% | +346.4% |
| 5Y | +13.6% | +29.9% | -16.3% | -16.0% |
| All | +3,265.8% | +185.9% | +3,079.9% | +1,103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling