+23.3%
CAVA vs LII
+25.8%
-2.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.1% |
| 7D | -12.4% | -3.5% | -9.0% | -11.1% |
| 30D | -11.2% | -13.5% | +2.3% | -5.9% |
| 3M | -33.8% | -26.0% | -7.8% | -26.7% |
| 6M | -32.5% | -26.8% | -5.7% | -25.7% |
| YTD | -8.0% | -22.9% | +14.9% | -2.9% |
| 1Y | -17.1% | -32.6% | +15.5% | -6.6% |
| 3Y | +37.8% | -1.3% | +39.1% | +18.4% |
| All | +23.3% | +25.8% | -2.5% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling