+71.5%
CART vs LBRT
-35.3%
+106.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -13.7% | +11.3% | -1.7% |
| 7D | +1.2% | -34.8% | +36.0% | +3.2% |
| 30D | +27.1% | -43.6% | +70.7% | +30.5% |
| 3M | +27.4% | -41.2% | +68.7% | +30.2% |
| 6M | +32.1% | -66.1% | +98.2% | +39.7% |
| YTD | +28.5% | -37.9% | +66.3% | +29.3% |
| 1Y | +58.8% | -33.9% | +92.7% | +58.6% |
| 3Y | +114.8% | -40.9% | +155.6% | +113.0% |
| All | +71.5% | -35.3% | +106.8% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling