+48.8%
CAVA vs LEN
-27.3%
+76.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.8% |
| 7D | -8.0% | -4.8% | -3.3% | -6.7% |
| 30D | -19.6% | -6.6% | -13.0% | -17.8% |
| 3M | -36.7% | -15.7% | -21.0% | -33.5% |
| 6M | -30.6% | -16.6% | -13.9% | -27.1% |
| YTD | -4.8% | -21.3% | +16.6% | -0.1% |
| 1Y | -13.1% | -42.0% | +28.9% | +0.4% |
| 3Y | +48.8% | -27.9% | +76.7% | +33.4% |
| All | +48.8% | -27.3% | +76.1% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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