+37.9%
CAVA vs LSCC
+23.0%
+14.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.5% |
| 7D | +0.1% | +5.0% | -4.9% | -1.3% |
| 30D | +12.6% | -11.7% | +24.3% | +15.4% |
| 3M | -1.9% | -13.3% | +11.4% | +0.4% |
| 6M | -23.9% | -12.5% | -11.4% | -24.4% |
| YTD | +2.9% | +51.2% | -48.3% | -15.7% |
| 1Y | +21.6% | +65.9% | -44.3% | -3.6% |
| 3Y | +94.4% | +95.3% | -1.0% | +37.1% |
| All | +37.9% | +23.0% | +14.9% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling