+27.6%
CAVA vs LCID
-93.4%
+121.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.4% |
| 7D | -8.0% | -9.8% | +1.8% | -6.9% |
| 30D | -19.6% | -35.5% | +15.9% | -15.6% |
| 3M | -36.7% | -18.4% | -18.3% | -36.6% |
| 6M | -30.6% | -60.5% | +29.9% | -24.2% |
| YTD | -4.8% | -60.1% | +55.3% | +3.4% |
| 1Y | -13.1% | -78.8% | +65.7% | +1.7% |
| 3Y | +48.8% | -92.8% | +141.5% | +87.4% |
| All | +27.6% | -93.4% | +121.0% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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