+361.6%
LRCX vs CVNA
+630.6%
-269.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | -3.1% | -7.3% | +4.2% | -1.7% |
| 30D | -8.6% | -4.6% | -4.0% | -8.0% |
| 3M | -17.7% | +2.0% | -19.7% | -18.8% |
| 6M | +36.4% | +11.7% | +24.6% | +31.7% |
| YTD | +74.5% | -18.1% | +92.6% | +77.4% |
| 1Y | +159.4% | -2.4% | +161.8% | +154.0% |
| 3Y | +361.6% | +580.6% | -219.0% | +243.4% |
| All | +361.6% | +630.6% | -269.0% | +243.4% |
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