+225.7%
LLY vs CAVA
+38.6%
+187.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +1.1% |
| 7D | +6.7% | -1.6% | +8.3% | +6.9% |
| 30D | +19.6% | +12.9% | +6.7% | +18.5% |
| 3M | +19.7% | -19.3% | +39.0% | +21.2% |
| 6M | +42.7% | -19.5% | +62.2% | +44.0% |
| YTD | +35.1% | -0.8% | +35.9% | +33.4% |
| 1Y | +42.2% | +20.8% | +21.4% | +38.0% |
| 3Y | +140.8% | +85.7% | +55.1% | +144.3% |
| All | +225.7% | +38.6% | +187.1% | +221.0% |
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