+48.8%
CAVA vs LPLA
+46.5%
+2.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.6% |
| 7D | -8.0% | -1.5% | -6.5% | -7.3% |
| 30D | -19.6% | -6.0% | -13.6% | -17.2% |
| 3M | -36.7% | +24.0% | -60.7% | -43.3% |
| 6M | -30.6% | +17.0% | -47.6% | -36.6% |
| YTD | -4.8% | -0.7% | -4.1% | -5.3% |
| 1Y | -13.1% | +2.1% | -15.2% | -15.5% |
| 3Y | +48.8% | +48.7% | +0.1% | +37.4% |
| All | +48.8% | +46.5% | +2.2% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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