+45.2%
LYFT vs CAVA
+33.0%
+12.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +1.3% |
| 7D | -8.4% | -8.0% | -0.3% | -6.7% |
| 30D | -7.6% | -19.6% | +12.0% | -3.4% |
| 3M | +11.7% | -36.7% | +48.4% | +22.0% |
| 6M | +15.1% | -30.6% | +45.7% | +22.2% |
| YTD | -20.9% | -4.8% | -16.1% | -22.8% |
| 1Y | -16.4% | -13.1% | -3.3% | -17.3% |
| 3Y | +35.2% | +48.8% | -13.6% | +12.5% |
| All | +45.2% | +33.0% | +12.2% | +25.1% |
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