+25.7%
CVNA vs LSCC
+26.3%
-0.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.1% | -5.1% | -2.6% |
| 7D | +7.7% | +13.0% | -5.2% | -1.2% |
| 30D | +17.2% | -19.8% | +37.1% | +32.2% |
| 3M | +7.7% | -18.4% | +26.1% | +17.5% |
| 6M | -5.5% | -16.1% | +10.6% | -6.3% |
| YTD | -12.8% | +42.7% | -55.6% | -46.2% |
| 1Y | +26.8% | +68.0% | -41.2% | -32.2% |
| 3Y | +1,007.0% | +85.8% | +921.1% | +310.3% |
| All | +25.7% | +26.3% | -0.7% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling