+29.1%
CAVA vs LEN
-26.1%
+55.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.5% | -6.5% | -6.2% |
| 7D | -8.5% | -3.4% | -5.2% | -7.5% |
| 30D | -8.2% | -5.7% | -2.6% | -6.6% |
| 3M | -25.9% | -12.2% | -13.7% | -23.0% |
| 6M | -30.9% | -18.3% | -12.6% | -26.7% |
| YTD | -3.7% | -20.2% | +16.5% | +1.1% |
| 1Y | -13.4% | -40.1% | +26.6% | +0.5% |
| 3Y | +44.2% | -26.2% | +70.4% | +28.8% |
| All | +29.1% | -26.1% | +55.2% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling