+25.2%
CVNA vs LTH
+84.0%
-58.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.3% | +2.5% | +6.3% |
| 7D | +31.3% | +9.9% | +21.5% | +26.8% |
| 30D | +21.7% | +18.3% | +3.4% | +14.3% |
| 3M | +14.0% | +5.9% | +8.1% | +11.0% |
| 6M | +3.0% | +80.3% | -77.3% | -20.6% |
| YTD | -8.1% | +78.3% | -86.4% | -26.5% |
| 1Y | +25.2% | +81.0% | -55.8% | -0.9% |
| All | +25.2% | +84.0% | -58.9% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling