+1,961.4%
LITE vs CVNA
+2,662.6%
-701.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.3% |
| 3M | -6.8% | +12.7% | -19.4% | -9.2% |
| 6M | +29.4% | +17.9% | +11.5% | +24.5% |
| YTD | +139.1% | -11.6% | +150.7% | +138.0% |
| 1Y | +521.0% | +0.8% | +520.2% | +504.6% |
| 3Y | +1,535.3% | +633.4% | +901.9% | +1,059.7% |
| 5Y | +889.8% | +13.5% | +876.4% | +669.6% |
| All | +1,961.4% | +2,662.6% | -701.2% | +779.5% |
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 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