+29.1%
CAVA vs LH
+70.7%
-41.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.2% | -4.9% | -5.6% |
| 7D | -8.5% | -3.2% | -5.4% | -7.4% |
| 30D | -8.2% | +0.1% | -8.4% | -8.2% |
| 3M | -25.9% | +18.6% | -44.6% | -30.5% |
| 6M | -30.9% | +17.9% | -48.9% | -35.1% |
| YTD | -3.7% | +28.9% | -32.7% | -12.9% |
| 1Y | -13.4% | +16.6% | -30.1% | -19.1% |
| 3Y | +44.2% | +63.6% | -19.3% | +15.0% |
| All | +29.1% | +70.7% | -41.7% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling