-2.1%
CVNA vs LII
-33.3%
+31.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -1.0% |
| 7D | -1.0% | +0.5% | -1.5% | -1.2% |
| 30D | -1.0% | -11.2% | +10.2% | +2.8% |
| 3M | +5.5% | -28.8% | +34.3% | +15.8% |
| 6M | +11.8% | -26.9% | +38.7% | +19.5% |
| YTD | -13.0% | -22.2% | +9.2% | -10.0% |
| 1Y | -2.1% | -32.0% | +29.8% | +5.0% |
| All | -2.1% | -33.3% | +31.2% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling