+13.0%
CVNA vs LII
+25.3%
-12.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +0.4% |
| 7D | +0.7% | -0.7% | +1.5% | +1.3% |
| 30D | +7.4% | -12.6% | +20.0% | +22.1% |
| 3M | +12.7% | -24.4% | +37.1% | +41.3% |
| 6M | +17.9% | -28.7% | +46.6% | +54.1% |
| YTD | -11.6% | -19.1% | +7.5% | -3.4% |
| 1Y | +0.8% | -29.7% | +30.5% | +26.9% |
| 3Y | +633.4% | +4.8% | +628.7% | +338.1% |
| All | +13.0% | +25.3% | -12.3% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling