+1,469.1%
LLY vs CVNA
+2,461.5%
-992.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -2.9% | -7.3% | +4.4% | -2.7% |
| 30D | -8.4% | -4.6% | -3.9% | -8.3% |
| 3M | -3.8% | +2.0% | -5.7% | -4.0% |
| 6M | +11.9% | +11.7% | +0.2% | +11.3% |
| YTD | +4.3% | -18.1% | +22.4% | +4.5% |
| 1Y | +48.5% | -2.4% | +50.8% | +47.7% |
| 3Y | +91.2% | +580.6% | -489.3% | +76.9% |
| 5Y | +387.5% | +4.9% | +382.6% | +369.2% |
| All | +1,469.1% | +2,461.5% | -992.4% | +1,096.3% |
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