+683.0%
CVNA vs LSCC
+24.1%
+658.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +0.8% |
| 7D | +0.7% | +1.3% | -0.6% | +0.2% |
| 30D | +7.4% | -9.7% | +17.0% | +11.4% |
| 3M | +12.7% | -23.7% | +36.4% | +22.7% |
| 6M | +17.9% | +26.5% | -8.6% | +0.3% |
| YTD | -11.6% | +57.5% | -69.1% | -34.0% |
| 1Y | +0.8% | +75.7% | -74.9% | -29.5% |
| All | +683.0% | +24.1% | +658.9% | +523.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling