+3,206.8%
CVNA vs LNG
+536.9%
+2,669.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | -1.0% | -6.7% | +5.7% | +2.6% |
| 30D | -1.0% | +3.9% | -4.9% | -3.3% |
| 3M | +5.5% | +15.5% | -10.1% | -4.3% |
| 6M | +11.8% | +10.5% | +1.3% | +1.4% |
| YTD | -13.0% | +43.0% | -56.0% | -33.1% |
| 1Y | -2.1% | +18.9% | -21.0% | -16.3% |
| 3Y | +681.6% | +74.7% | +607.0% | +428.0% |
| 5Y | +11.6% | +231.2% | -219.6% | -49.9% |
| All | +3,206.8% | +536.9% | +2,669.9% | +810.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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