+72.5%
CART vs LBRT
-31.9%
+104.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.8% | +0.3% |
| 7D | +3.0% | -29.1% | +32.1% | +4.6% |
| 30D | +28.6% | -38.4% | +66.9% | +31.4% |
| 3M | +29.1% | -40.1% | +69.1% | +31.8% |
| 6M | +44.7% | -62.9% | +107.6% | +52.2% |
| YTD | +29.2% | -34.5% | +63.7% | +29.7% |
| 1Y | +66.2% | -30.2% | +96.4% | +65.5% |
| 3Y | +112.8% | -37.5% | +150.3% | +110.6% |
| All | +72.5% | -31.9% | +104.3% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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