+3,015.3%
CVNA vs LMT
+148.3%
+2,867.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | -7.3% | -0.2% | -7.1% | -7.2% |
| 30D | -4.6% | -13.1% | +8.5% | +0.1% |
| 3M | +2.0% | -3.9% | +5.8% | +2.4% |
| 6M | +11.7% | -18.3% | +30.0% | +19.2% |
| YTD | -18.1% | +10.3% | -28.4% | -23.7% |
| 1Y | -2.4% | +14.2% | -16.6% | -10.9% |
| 3Y | +580.6% | +35.0% | +545.6% | +449.0% |
| 5Y | +4.9% | +73.2% | -68.4% | -31.2% |
| All | +3,015.3% | +148.3% | +2,867.0% | +1,646.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling