+3,159.9%
CVNA vs LII
+134.4%
+3,025.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +1.2% |
| 7D | -1.6% | +2.9% | -4.6% | -4.0% |
| 30D | +24.9% | +0.9% | +24.0% | +23.5% |
| 3M | -1.8% | -15.5% | +13.7% | +13.1% |
| 6M | +3.5% | -30.2% | +33.7% | +34.7% |
| YTD | -14.3% | -26.8% | +12.6% | +2.7% |
| 1Y | +13.6% | -25.3% | +38.9% | +32.5% |
| 3Y | +1,163.4% | -7.8% | +1,171.2% | +1,014.5% |
| 5Y | +22.9% | +17.0% | +5.9% | -15.5% |
| All | +3,159.9% | +134.4% | +3,025.5% | +1,298.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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