+3,159.9%
CVNA vs LPLA
+641.6%
+2,518.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | -1.6% | -0.9% | -0.7% | -1.1% |
| 30D | +24.9% | -9.5% | +34.4% | +31.8% |
| 3M | -1.8% | -21.9% | +20.1% | +12.6% |
| 6M | +3.5% | -2.6% | +6.2% | +2.4% |
| YTD | -14.3% | -17.8% | +3.5% | -6.6% |
| 1Y | +13.6% | -21.2% | +34.8% | +26.8% |
| 3Y | +1,163.4% | +30.6% | +1,132.8% | +889.3% |
| 5Y | +22.9% | +81.3% | -58.4% | -25.6% |
| All | +3,159.9% | +641.6% | +2,518.3% | +812.7% |
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