+1,921.3%
LLY vs CVNA
+2,635.9%
-714.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | +0.3% |
| 7D | +1.4% | -4.8% | +6.1% | +1.5% |
| 30D | +21.5% | +24.1% | -2.6% | +20.7% |
| 3M | +18.5% | +2.6% | +15.9% | +18.2% |
| 6M | +49.1% | -3.1% | +52.2% | +48.8% |
| YTD | +34.4% | -12.5% | +46.9% | +34.3% |
| 1Y | +46.3% | +13.0% | +33.3% | +44.9% |
| 3Y | +145.5% | +1,165.3% | -1,019.9% | +123.3% |
| 5Y | +472.7% | +29.0% | +443.7% | +445.5% |
| All | +1,921.3% | +2,635.9% | -714.6% | +1,436.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling