+74.7%
CART vs LCID
-94.8%
+169.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.2% | +9.9% | +1.4% |
| 7D | +1.3% | -10.2% | +11.5% | +2.0% |
| 30D | +19.2% | -10.2% | +29.4% | +19.8% |
| 3M | +17.6% | -54.1% | +71.7% | +24.3% |
| 6M | +47.4% | -53.8% | +101.1% | +53.9% |
| YTD | +30.9% | -72.0% | +102.9% | +41.4% |
| 1Y | +46.0% | -80.5% | +126.5% | +62.8% |
| 3Y | +130.3% | -92.6% | +222.9% | +189.4% |
| All | +74.7% | -94.8% | +169.5% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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