+2,368.3%
LRCX vs CVNA
+2,618.9%
-250.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -1.2% |
| 7D | +9.5% | -1.0% | +10.6% | +9.7% |
| 30D | +3.1% | -1.0% | +4.1% | +3.0% |
| 3M | -3.4% | +5.5% | -8.9% | -4.9% |
| 6M | +49.7% | +11.8% | +37.9% | +45.7% |
| YTD | +84.9% | -13.0% | +97.9% | +85.9% |
| 1Y | +200.8% | -2.1% | +203.0% | +196.0% |
| 3Y | +385.1% | +681.6% | -296.6% | +233.8% |
| 5Y | +460.5% | +11.6% | +448.9% | +328.9% |
| All | +2,368.3% | +2,618.9% | -250.6% | +1,006.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling