+1,159.9%
LITE vs CVNA
+2,624.8%
-1,465.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.1% | +3.6% | +5.4% |
| 7D | -35.9% | +7.7% | -43.7% | -36.7% |
| 30D | -51.5% | +17.2% | -68.7% | -52.8% |
| 3M | -35.7% | +7.7% | -43.4% | -36.8% |
| 6M | -43.0% | -5.5% | -37.4% | -43.4% |
| YTD | +46.1% | -12.8% | +59.0% | +45.2% |
| 1Y | +124.7% | +26.8% | +97.9% | +111.2% |
| 3Y | +1,172.1% | +1,007.0% | +165.1% | +757.6% |
| 5Y | +477.0% | +23.5% | +453.5% | +339.6% |
| All | +1,159.9% | +2,624.8% | -1,465.0% | +436.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling