+25.2%
CVNA vs LSCC
+57.8%
-32.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.6% | +8.6% |
| 7D | +31.3% | +3.0% | +28.4% | +30.5% |
| 30D | +21.7% | -19.3% | +41.0% | +25.8% |
| 3M | +14.0% | -22.3% | +36.3% | +18.4% |
| 6M | +3.0% | -14.6% | +17.6% | +3.7% |
| YTD | -8.1% | +45.8% | -53.9% | -18.1% |
| 1Y | +25.2% | +69.6% | -44.4% | +4.5% |
| All | +25.2% | +57.8% | -32.7% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling