+38.8%
CAVA vs LTH
+112.7%
-74.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -9.2% | -0.6% | -8.6% | -9.0% |
| 30D | -8.2% | -4.6% | -3.6% | -6.5% |
| 3M | -15.3% | +32.8% | -48.1% | -24.8% |
| 6M | -23.6% | +64.6% | -88.2% | -38.7% |
| YTD | +3.5% | +62.6% | -59.1% | -17.3% |
| 1Y | -7.9% | +49.9% | -57.8% | -23.9% |
| 3Y | +38.7% | +151.3% | -112.7% | -5.1% |
| All | +38.8% | +112.7% | -74.0% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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