+27.6%
CAVA vs LUMN
+211.2%
-183.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.3% |
| 7D | -8.0% | +2.5% | -10.5% | -8.2% |
| 30D | -19.6% | +10.3% | -29.9% | -20.3% |
| 3M | -36.7% | -18.3% | -18.4% | -35.7% |
| 6M | -30.6% | +4.4% | -34.9% | -31.3% |
| YTD | -4.8% | -10.7% | +5.9% | -5.6% |
| 1Y | -13.1% | +14.0% | -27.1% | -16.5% |
| 3Y | +48.8% | +406.6% | -357.8% | +27.9% |
| All | +27.6% | +211.2% | -183.6% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 5y: compounded portfolio wealth divided by compounded LUMN 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…
5y analysis · Full analysis span regression · 6 months rolling