+1,930.1%
LLY vs CVNA
+2,580.4%
-650.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.0% | +1.1% |
| 7D | +6.6% | -1.6% | +8.2% | +6.7% |
| 30D | +19.4% | +24.9% | -5.4% | +18.6% |
| 3M | +19.6% | -1.8% | +21.4% | +19.5% |
| 6M | +42.6% | +3.5% | +39.0% | +42.0% |
| YTD | +35.0% | -14.3% | +49.2% | +35.0% |
| 1Y | +42.0% | +13.6% | +28.4% | +40.7% |
| 3Y | +140.5% | +1,163.4% | -1,022.9% | +118.8% |
| 5Y | +479.9% | +22.9% | +457.0% | +453.6% |
| All | +1,930.1% | +2,580.4% | -650.3% | +1,444.3% |
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