+3,265.8%
CVNA vs LMT
+154.0%
+3,111.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.6% |
| 7D | +3.5% | -1.5% | +5.1% | +4.0% |
| 30D | +5.5% | -8.2% | +13.7% | +8.5% |
| 3M | +7.6% | +3.7% | +3.9% | +4.9% |
| 6M | +17.6% | -19.2% | +36.8% | +26.2% |
| YTD | -11.5% | +12.9% | -24.3% | -18.2% |
| 1Y | +0.4% | +19.8% | -19.4% | -10.2% |
| 3Y | +695.6% | +37.3% | +658.3% | +538.5% |
| 5Y | +13.6% | +74.4% | -60.8% | -25.3% |
| All | +3,265.8% | +154.0% | +3,111.8% | +1,771.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling