+29.1%
CAVA vs LII
+26.9%
+2.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.6% | -5.0% |
| 7D | -8.5% | +0.5% | -9.0% | -8.7% |
| 30D | -8.2% | -11.2% | +3.0% | -3.8% |
| 3M | -25.9% | -28.8% | +2.9% | -16.7% |
| 6M | -30.9% | -26.9% | -4.0% | -23.8% |
| YTD | -3.7% | -22.2% | +18.5% | +1.3% |
| 1Y | -13.4% | -32.0% | +18.5% | -2.9% |
| 3Y | +44.2% | -0.4% | +44.7% | +23.4% |
| All | +29.1% | +26.9% | +2.2% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling