+13.0%
CVNA vs LSCC
+82.7%
-69.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +0.2% |
| 7D | +0.7% | +1.3% | -0.6% | -0.1% |
| 30D | +7.4% | -9.7% | +17.0% | +14.1% |
| 3M | +12.7% | -23.7% | +36.4% | +28.0% |
| 6M | +17.9% | +26.5% | -8.6% | -11.1% |
| YTD | -11.6% | +57.5% | -69.1% | -46.4% |
| 1Y | +0.8% | +75.7% | -74.9% | -45.4% |
| 3Y | +633.4% | +19.5% | +614.0% | +385.0% |
| All | +13.0% | +82.7% | -69.8% | -54.9% |
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