+3,214.0%
CVNA vs LSCC
+1,433.1%
+1,780.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.1% | -5.1% | -2.1% |
| 7D | +7.7% | +13.0% | -5.2% | -0.2% |
| 30D | +17.2% | -19.8% | +37.1% | +30.5% |
| 3M | +7.7% | -18.4% | +26.1% | +16.5% |
| 6M | -5.5% | -16.1% | +10.6% | -5.3% |
| YTD | -12.8% | +42.7% | -55.6% | -40.7% |
| 1Y | +26.8% | +68.0% | -41.2% | -23.1% |
| 3Y | +1,007.0% | +85.8% | +921.1% | +443.2% |
| 5Y | +23.5% | +28.0% | -4.6% | -19.6% |
| All | +3,214.0% | +1,433.1% | +1,780.8% | +702.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling