-22.2%
LVS vs CAVA
+33.0%
-55.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -2.9% | +0.2% |
| 7D | -3.5% | -8.0% | +4.6% | -2.7% |
| 30D | -6.2% | -19.6% | +13.3% | -4.4% |
| 3M | -14.8% | -36.7% | +21.8% | -11.5% |
| 6M | -20.9% | -30.6% | +9.7% | -18.5% |
| YTD | -33.0% | -4.8% | -28.3% | -33.4% |
| 1Y | -20.0% | -13.1% | -6.9% | -20.0% |
| 3Y | -6.9% | +48.8% | -55.7% | -14.5% |
| All | -22.2% | +33.0% | -55.2% | -27.5% |
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