+143.7%
LLY vs CVNA
+1,008.4%
-864.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.7% | +0.6% | +4.1% |
| 7D | +0.1% | +5.9% | -5.8% | -0.2% |
| 30D | +19.7% | +19.7% | +0.1% | +18.6% |
| 3M | +19.3% | +7.6% | +11.6% | +18.5% |
| 6M | +49.3% | -2.2% | +51.5% | +48.8% |
| YTD | +32.0% | -9.6% | +41.7% | +31.6% |
| 1Y | +53.7% | +25.4% | +28.3% | +50.6% |
| 3Y | +143.7% | +1,152.6% | -1,008.9% | +132.1% |
| All | +143.7% | +1,008.4% | -864.7% | +132.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling