+3,259.9%
CVNA vs LII
+159.1%
+3,100.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +0.6% |
| 7D | +0.7% | -0.7% | +1.5% | +1.2% |
| 30D | +7.4% | -12.6% | +20.0% | +20.2% |
| 3M | +12.7% | -24.4% | +37.1% | +38.2% |
| 6M | +17.9% | -28.7% | +46.6% | +50.0% |
| YTD | -11.6% | -19.1% | +7.5% | -2.6% |
| 1Y | +0.8% | -29.7% | +30.5% | +24.8% |
| 3Y | +633.4% | +4.8% | +628.7% | +474.4% |
| 5Y | +13.5% | +24.6% | -11.1% | -26.5% |
| All | +3,259.9% | +159.1% | +3,100.8% | +1,226.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling