+957.0%
LITE vs CAVA
+48.5%
+908.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.4% | +5.3% | +9.3% |
| 7D | -12.9% | +0.5% | -13.4% | -12.9% |
| 30D | -46.0% | +16.2% | -62.2% | -48.4% |
| 3M | -33.0% | -0.1% | -32.9% | -33.7% |
| 6M | -34.0% | -21.5% | -12.6% | -31.2% |
| YTD | +61.7% | +6.2% | +55.5% | +51.5% |
| 1Y | +148.3% | +28.2% | +120.1% | +118.6% |
| 3Y | +1,408.5% | +97.7% | +1,310.8% | +1,367.1% |
| All | +957.0% | +48.5% | +908.6% | +945.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling