-13.4%
CAVA vs LSCC
+74.7%
-88.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.3% | -5.7% |
| 7D | -8.5% | +1.4% | -9.9% | -8.8% |
| 30D | -8.2% | -10.0% | +1.8% | -6.3% |
| 3M | -25.9% | -16.1% | -9.8% | -24.1% |
| 6M | -30.9% | +27.4% | -58.3% | -38.9% |
| YTD | -3.7% | +56.9% | -60.6% | -22.0% |
| 1Y | -13.4% | +74.6% | -88.0% | -35.2% |
| All | -13.4% | +74.7% | -88.1% | -35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling