+3,259.9%
CVNA vs LSCC
+1,592.0%
+1,667.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +0.4% |
| 7D | +0.7% | +1.3% | -0.6% | 0.0% |
| 30D | +7.4% | -9.7% | +17.0% | +13.3% |
| 3M | +12.7% | -23.7% | +36.4% | +26.3% |
| 6M | +17.9% | +26.5% | -8.6% | -6.4% |
| YTD | -11.6% | +57.5% | -69.1% | -41.2% |
| 1Y | +0.8% | +75.7% | -74.9% | -38.7% |
| 3Y | +633.4% | +19.5% | +614.0% | +411.4% |
| 5Y | +13.5% | +83.8% | -70.3% | -36.5% |
| All | +3,259.9% | +1,592.0% | +1,667.9% | +694.8% |
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