+3,265.8%
CVNA vs LVS
-8.3%
+3,274.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.7% |
| 7D | +3.5% | +0.3% | +3.2% | +3.3% |
| 30D | +5.5% | -3.9% | +9.4% | +7.8% |
| 3M | +7.6% | -12.9% | +20.4% | +15.3% |
| 6M | +17.6% | -16.9% | +34.5% | +29.5% |
| YTD | -11.5% | -31.2% | +19.8% | +6.5% |
| 1Y | +0.4% | -16.4% | +16.8% | +7.5% |
| 3Y | +695.6% | -4.4% | +700.0% | +649.9% |
| 5Y | +13.6% | +6.7% | +6.9% | -4.9% |
| All | +3,265.8% | -8.3% | +3,274.1% | +2,906.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling