+3,335.1%
CVNA vs LSCC
+1,562.6%
+1,772.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.4% | -4.8% | -1.2% |
| 7D | +5.9% | +19.3% | -13.4% | -5.1% |
| 30D | +19.7% | -9.6% | +29.3% | +24.2% |
| 3M | +7.6% | -12.4% | +20.0% | +11.7% |
| 6M | -2.2% | -10.5% | +8.3% | -5.2% |
| YTD | -9.6% | +54.8% | -64.4% | -41.4% |
| 1Y | +25.4% | +79.4% | -54.0% | -26.7% |
| 3Y | +1,152.6% | +109.6% | +1,043.0% | +469.0% |
| 5Y | +28.9% | +40.4% | -11.5% | -20.4% |
| All | +3,335.1% | +1,562.6% | +1,772.5% | +692.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling