+24.1%
CVNA vs LTH
+174.8%
-150.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.1% | -0.6% |
| 7D | -1.7% | -4.6% | +2.9% | +2.2% |
| 30D | +17.3% | +14.8% | +2.5% | +4.1% |
| 3M | -2.3% | +3.9% | -6.2% | -6.2% |
| 6M | -3.9% | +35.5% | -39.4% | -27.8% |
| YTD | -16.1% | +71.3% | -87.4% | -50.4% |
| 1Y | +7.9% | +75.7% | -67.8% | -38.3% |
| 3Y | +1,113.4% | +231.9% | +881.5% | +244.5% |
| 5Y | +20.3% | +130.5% | -110.2% | -61.8% |
| All | +24.1% | +174.8% | -150.7% | -60.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling