+3,015.3%
CVNA vs LVS
-10.7%
+3,026.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.9% |
| 7D | -7.3% | -3.5% | -3.8% | -5.4% |
| 30D | -4.6% | -6.2% | +1.7% | -1.1% |
| 3M | +2.0% | -14.8% | +16.8% | +10.7% |
| 6M | +11.7% | -20.9% | +32.6% | +26.5% |
| YTD | -18.1% | -33.0% | +15.0% | +0.1% |
| 1Y | -2.4% | -20.0% | +17.6% | +7.2% |
| 3Y | +580.6% | -6.9% | +587.5% | +551.2% |
| 5Y | +4.9% | +9.1% | -4.2% | -13.3% |
| All | +3,015.3% | -10.7% | +3,026.0% | +2,725.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling