+53.5%
CAVA vs LSCC
+27.3%
+26.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.4% |
| 7D | -1.5% | +5.2% | -6.7% | -2.9% |
| 30D | -3.7% | -9.6% | +6.0% | -1.1% |
| 3M | -18.3% | -17.8% | -0.5% | -15.2% |
| 6M | -23.5% | +37.4% | -60.9% | -33.4% |
| YTD | +2.5% | +59.7% | -57.2% | -15.8% |
| 1Y | -8.0% | +76.2% | -84.2% | -27.3% |
| 3Y | +53.5% | +28.2% | +25.3% | +19.3% |
| All | +53.5% | +27.3% | +26.2% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling