+29.1%
CAVA vs LNT
+41.6%
-12.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.1% | -4.9% | -5.8% |
| 7D | -8.5% | +0.2% | -8.7% | -8.6% |
| 30D | -8.2% | -0.5% | -7.7% | -8.1% |
| 3M | -25.9% | -5.5% | -20.4% | -25.1% |
| 6M | -30.9% | -3.8% | -27.1% | -30.3% |
| YTD | -3.7% | +6.8% | -10.5% | -4.8% |
| 1Y | -13.4% | +9.3% | -22.7% | -15.1% |
| 3Y | +44.2% | +47.9% | -3.7% | +32.9% |
| All | +29.1% | +41.6% | -12.5% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling