+6.6%
CVNA vs LMT
+73.4%
-66.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.3% | -4.3% |
| 7D | -4.3% | -0.5% | -3.8% | -4.3% |
| 30D | -2.4% | -10.8% | +8.4% | -2.0% |
| 3M | +4.5% | +1.6% | +2.9% | +4.3% |
| 6M | +10.2% | -17.6% | +27.8% | +11.8% |
| YTD | -16.7% | +11.6% | -28.3% | -18.5% |
| 1Y | -3.8% | +17.2% | -21.0% | -6.6% |
| 3Y | +648.3% | +35.7% | +612.6% | +595.1% |
| 5Y | +6.6% | +75.2% | -68.6% | -12.4% |
| All | +6.6% | +73.4% | -66.8% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling