+957.8%
LITE vs CAVA
+38.6%
+919.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.9% |
| 7D | +10.8% | -1.6% | +12.3% | +11.3% |
| 30D | -33.4% | +12.9% | -46.3% | -36.0% |
| 3M | -32.2% | -19.3% | -12.9% | -28.9% |
| 6M | -42.1% | -19.5% | -22.6% | -40.2% |
| YTD | +61.9% | -0.8% | +62.6% | +54.3% |
| 1Y | +163.0% | +20.8% | +142.2% | +134.7% |
| 3Y | +1,358.0% | +85.7% | +1,272.3% | +1,342.6% |
| All | +957.8% | +38.6% | +919.2% | +964.6% |
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