+35.4%
LHX vs CAVA
+33.0%
+2.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.3% |
| 7D | -4.3% | -8.0% | +3.8% | -4.0% |
| 30D | -15.1% | -19.6% | +4.4% | -14.5% |
| 3M | -21.0% | -36.7% | +15.7% | -19.9% |
| 6M | -32.0% | -30.6% | -1.4% | -31.3% |
| YTD | -15.3% | -4.8% | -10.5% | -15.7% |
| 1Y | -11.1% | -13.1% | +2.1% | -11.1% |
| 3Y | +54.0% | +48.8% | +5.2% | +50.7% |
| All | +35.4% | +33.0% | +2.3% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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