+48.8%
CAVA vs LNT
+46.9%
+1.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -8.0% | -1.0% | -7.0% | -7.8% |
| 30D | -19.6% | -4.2% | -15.3% | -18.9% |
| 3M | -36.7% | -6.7% | -30.0% | -35.9% |
| 6M | -30.6% | -3.6% | -27.0% | -30.0% |
| YTD | -4.8% | +5.9% | -10.7% | -5.5% |
| 1Y | -13.1% | +7.3% | -20.4% | -14.3% |
| 3Y | +48.8% | +46.5% | +2.3% | +38.1% |
| All | +48.8% | +46.9% | +1.9% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 3y: compounded portfolio wealth divided by compounded LNT 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…
3y analysis · Full analysis span regression · 6 months rolling