+901.5%
LITE vs CVNA
+13.0%
+888.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.8% |
| 7D | -1.5% | +0.7% | -2.3% | -1.6% |
| 30D | +6.7% | +7.4% | -0.7% | +5.5% |
| 3M | -6.8% | +12.7% | -19.4% | -8.8% |
| 6M | +29.4% | +17.9% | +11.5% | +25.2% |
| YTD | +139.1% | -11.6% | +150.7% | +138.2% |
| 1Y | +521.0% | +0.8% | +520.2% | +506.8% |
| 3Y | +1,535.3% | +633.4% | +901.9% | +1,158.5% |
| All | +901.5% | +13.0% | +888.5% | +827.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 5y: compounded portfolio wealth divided by compounded CVNA 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…
5y analysis · Full analysis span regression · 6 months rolling