+25.2%
CVNA vs LVS
-31.5%
+56.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.5% | +2.3% | +6.2% |
| 7D | +31.3% | +13.4% | +17.9% | +25.5% |
| 30D | +21.7% | +12.2% | +9.5% | +16.8% |
| 3M | +14.0% | -10.7% | +24.8% | +16.7% |
| 6M | +3.0% | -19.8% | +22.8% | +9.0% |
| YTD | -8.1% | -35.8% | +27.7% | +1.4% |
| 1Y | +25.2% | -31.8% | +57.0% | +32.7% |
| All | +25.2% | -31.5% | +56.7% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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