+43.8%
CAVA vs LCID
-93.0%
+136.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -4.2% |
| 7D | -12.4% | -9.1% | -3.3% | -11.4% |
| 30D | -11.2% | -37.6% | +26.4% | -6.4% |
| 3M | -33.8% | -11.1% | -22.7% | -34.5% |
| 6M | -32.5% | -59.2% | +26.7% | -26.5% |
| YTD | -8.0% | -60.5% | +52.5% | +0.2% |
| 1Y | -17.1% | -78.5% | +61.4% | -2.8% |
| All | +43.8% | -93.0% | +136.7% | +94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling