+27.6%
CAVA vs LH
+65.7%
-38.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.9% |
| 7D | -8.0% | -4.7% | -3.3% | -6.3% |
| 30D | -19.6% | -3.5% | -16.1% | -18.4% |
| 3M | -36.7% | +17.7% | -54.4% | -40.3% |
| 6M | -30.6% | +15.8% | -46.4% | -34.3% |
| YTD | -4.8% | +25.1% | -29.9% | -12.8% |
| 1Y | -13.1% | +12.5% | -25.6% | -17.6% |
| 3Y | +48.8% | +59.8% | -11.0% | +19.5% |
| All | +27.6% | +65.7% | -38.0% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 5y: compounded portfolio wealth divided by compounded LH 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…
5y analysis · Full analysis span regression · 6 months rolling