+23.2%
CVNA vs LTH
+150.3%
-127.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.6% | -3.7% |
| 7D | -4.3% | -3.7% | -0.6% | -1.1% |
| 30D | -2.4% | -5.3% | +2.9% | +1.8% |
| 3M | +4.5% | +24.2% | -19.7% | -14.6% |
| 6M | +10.2% | +54.8% | -44.6% | -28.3% |
| YTD | -16.7% | +56.1% | -72.8% | -46.5% |
| 1Y | -3.8% | +45.5% | -49.3% | -35.4% |
| 3Y | +648.3% | +155.9% | +492.4% | +168.4% |
| All | +23.2% | +150.3% | -127.2% | -57.7% |
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