+3,015.3%
CVNA vs LPLA
+796.2%
+2,219.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.8% |
| 7D | -7.3% | -1.5% | -5.7% | -6.4% |
| 30D | -4.6% | -6.0% | +1.4% | -1.2% |
| 3M | +2.0% | +24.0% | -22.1% | -11.7% |
| 6M | +11.7% | +17.0% | -5.3% | -0.7% |
| YTD | -18.1% | -0.7% | -17.4% | -19.7% |
| 1Y | -2.4% | +2.1% | -4.5% | -6.9% |
| 3Y | +580.6% | +48.7% | +531.9% | +398.8% |
| 5Y | +4.9% | +151.2% | -146.4% | -48.3% |
| All | +3,015.3% | +796.2% | +2,219.1% | +684.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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