+18.9%
CARR vs LTH
+156.3%
-137.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | +3.2% | +1.5% | +1.7% | +2.8% |
| 30D | -7.7% | -3.1% | -4.6% | -7.0% |
| 3M | -11.9% | +28.1% | -40.0% | -17.5% |
| 6M | +2.0% | +67.4% | -65.4% | -11.2% |
| YTD | +13.2% | +59.8% | -46.6% | -0.4% |
| 1Y | -8.5% | +45.6% | -54.1% | -17.8% |
| 3Y | +5.0% | +162.0% | -157.0% | -20.2% |
| All | +18.9% | +156.3% | -137.4% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 all: compounded portfolio wealth divided by compounded LTH 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…
all analysis · Full analysis span regression · 6 months rolling