+51.5%
CART vs LBRT
+16.8%
+34.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.3% |
| 7D | +1.0% | +8.3% | -7.2% | +0.5% |
| 30D | +12.6% | +6.1% | +6.5% | +12.0% |
| 3M | +23.1% | -34.8% | +57.9% | +26.2% |
| 6M | +39.5% | -24.8% | +64.4% | +41.5% |
| YTD | +13.5% | +12.2% | +1.3% | +11.3% |
| 1Y | +14.9% | +94.0% | -79.1% | +5.8% |
| All | +51.5% | +16.8% | +34.7% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling