+116.8%
CART vs LBRT
-31.8%
+148.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -11.2% | +12.8% | +2.2% |
| 7D | +1.4% | -25.3% | +26.7% | +2.9% |
| 30D | +29.7% | -32.9% | +62.5% | +32.3% |
| 3M | +29.7% | -33.3% | +63.1% | +32.1% |
| 6M | +36.8% | -61.0% | +97.8% | +44.4% |
| YTD | +31.7% | -28.0% | +59.7% | +31.6% |
| 1Y | +62.4% | -21.5% | +83.9% | +60.5% |
| All | +116.8% | -31.8% | +148.7% | +118.5% |
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