+3,015.3%
CVNA vs LHX
+159.4%
+2,855.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.9% |
| 7D | -7.3% | -4.3% | -3.0% | -4.8% |
| 30D | -4.6% | -15.1% | +10.6% | +5.1% |
| 3M | +2.0% | -21.0% | +22.9% | +16.0% |
| 6M | +11.7% | -32.0% | +43.7% | +39.0% |
| YTD | -18.1% | -15.3% | -2.7% | -11.8% |
| 1Y | -2.4% | -11.1% | +8.7% | +1.0% |
| 3Y | +580.6% | +54.0% | +526.6% | +386.9% |
| 5Y | +4.9% | +17.1% | -12.2% | -12.7% |
| All | +3,015.3% | +159.4% | +2,855.9% | +1,747.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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