+29.1%
CAVA vs LPLA
+73.6%
-44.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.9% | -6.0% |
| 7D | -8.5% | -1.5% | -7.0% | -7.9% |
| 30D | -8.2% | -6.0% | -2.3% | -5.6% |
| 3M | -25.9% | +21.4% | -47.3% | -33.0% |
| 6M | -30.9% | +12.1% | -43.0% | -35.5% |
| YTD | -3.7% | -1.8% | -1.9% | -3.8% |
| 1Y | -13.4% | +3.2% | -16.6% | -16.4% |
| 3Y | +44.2% | +45.9% | -1.7% | +28.3% |
| All | +29.1% | +73.6% | -44.6% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling