-6.9%
LVS vs CAKE
+261.6%
-268.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | -3.5% | -4.5% | +1.1% | -2.4% |
| 30D | -6.2% | -12.4% | +6.2% | -3.4% |
| 3M | -14.8% | +37.3% | -52.2% | -21.3% |
| 6M | -20.9% | +70.7% | -91.6% | -30.9% |
| YTD | -33.0% | +106.0% | -139.0% | -44.4% |
| 1Y | -20.0% | +79.7% | -99.7% | -31.3% |
| 3Y | -6.9% | +267.8% | -274.7% | -31.8% |
| All | -6.9% | +261.6% | -268.5% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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