+42.2%
LUV vs CAVA
+41.9%
+0.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +0.8% |
| 7D | -1.0% | -8.0% | +7.1% | +0.5% |
| 30D | -12.4% | -19.6% | +7.2% | -9.1% |
| 3M | -11.0% | -36.7% | +25.7% | -4.1% |
| 6M | -5.0% | -30.6% | +25.6% | +0.5% |
| YTD | -3.8% | -4.8% | +1.0% | -4.8% |
| 1Y | +25.9% | -13.1% | +39.0% | +25.8% |
| 3Y | +42.2% | +48.8% | -6.5% | +29.0% |
| All | +42.2% | +41.9% | +0.3% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling