+23.3%
CAVA vs LSCC
+26.2%
-2.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.1% |
| 7D | -12.4% | +0.4% | -12.9% | -12.5% |
| 30D | -11.2% | -9.5% | -1.7% | -8.8% |
| 3M | -33.8% | -13.8% | -20.0% | -32.1% |
| 6M | -32.5% | +24.5% | -57.0% | -39.5% |
| YTD | -8.0% | +55.1% | -63.1% | -24.0% |
| 1Y | -17.1% | +72.5% | -89.6% | -34.4% |
| 3Y | +37.8% | +24.5% | +13.3% | +13.5% |
| All | +23.3% | +26.2% | -2.8% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling