+25.2%
CVNA vs LMT
+26.0%
-0.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -6.9% | +15.7% | +7.4% |
| 7D | +31.3% | -5.5% | +36.9% | +29.9% |
| 30D | +21.7% | +17.5% | +4.3% | +25.3% |
| 3M | +14.0% | +1.6% | +12.4% | +14.7% |
| 6M | +3.0% | +16.3% | -13.3% | +6.3% |
| YTD | -8.1% | +25.3% | -33.4% | -8.8% |
| 1Y | +25.2% | +25.9% | -0.7% | +20.5% |
| All | +25.2% | +26.0% | -0.8% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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