+622.4%
CVNA vs LTH
+155.4%
+467.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -0.7% |
| 7D | -1.0% | -4.0% | +3.0% | +1.6% |
| 30D | -1.0% | -1.7% | +0.7% | -0.4% |
| 3M | +5.5% | +28.0% | -22.5% | -11.3% |
| 6M | +11.8% | +54.1% | -42.2% | -19.0% |
| YTD | -13.0% | +57.1% | -70.1% | -38.0% |
| 1Y | -2.1% | +45.8% | -47.9% | -27.2% |
| All | +622.4% | +155.4% | +467.0% | +224.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling