+3,065.8%
CVNA vs LHX
+162.4%
+2,903.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.4% | -3.8% |
| 7D | -4.3% | -4.8% | +0.5% | -1.5% |
| 30D | -2.4% | -12.7% | +10.4% | +5.7% |
| 3M | +4.5% | -17.6% | +22.1% | +16.0% |
| 6M | +10.2% | -30.7% | +41.0% | +35.6% |
| YTD | -16.7% | -14.3% | -2.4% | -11.0% |
| 1Y | -3.8% | -8.4% | +4.6% | -2.2% |
| 3Y | +648.3% | +56.7% | +591.6% | +430.0% |
| 5Y | +6.6% | +18.5% | -11.9% | -11.9% |
| All | +3,065.8% | +162.4% | +2,903.4% | +1,765.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling