+6.6%
CVNA vs LNT
+30.4%
-23.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.8% |
| 7D | -4.3% | -1.1% | -3.2% | -3.7% |
| 30D | -2.4% | -1.9% | -0.4% | -1.3% |
| 3M | +4.5% | -7.2% | +11.7% | +8.5% |
| 6M | +10.2% | -3.9% | +14.1% | +11.5% |
| YTD | -16.7% | +5.9% | -22.6% | -21.3% |
| 1Y | -3.8% | +8.4% | -12.1% | -11.1% |
| 3Y | +648.3% | +46.6% | +601.7% | +450.4% |
| 5Y | +6.6% | +32.4% | -25.9% | -19.2% |
| All | +6.6% | +30.4% | -23.8% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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