+3,015.3%
CVNA vs LUMN
-54.7%
+3,070.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.0% |
| 7D | -7.3% | +2.5% | -9.8% | -7.9% |
| 30D | -4.6% | +10.3% | -14.9% | -6.9% |
| 3M | +2.0% | -18.3% | +20.2% | +6.1% |
| 6M | +11.7% | +4.4% | +7.4% | +8.3% |
| YTD | -18.1% | -10.7% | -7.4% | -19.2% |
| 1Y | -2.4% | +14.0% | -16.3% | -10.7% |
| 3Y | +580.6% | +406.6% | +174.0% | +193.3% |
| 5Y | +4.9% | -36.8% | +41.7% | -8.8% |
| All | +3,015.3% | -54.7% | +3,070.0% | +2,034.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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