+25.4%
LMT vs CAVA
+33.0%
-7.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.1% |
| 7D | -0.2% | -8.0% | +7.8% | -0.2% |
| 30D | -13.1% | -19.6% | +6.5% | -13.1% |
| 3M | -3.9% | -36.7% | +32.8% | -4.0% |
| 6M | -18.3% | -30.6% | +12.3% | -18.3% |
| YTD | +10.3% | -4.8% | +15.1% | +10.5% |
| 1Y | +14.2% | -13.1% | +27.4% | +14.5% |
| 3Y | +35.0% | +48.8% | -13.8% | +34.5% |
| All | +25.4% | +33.0% | -7.7% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling