+72.5%
CART vs LCID
-94.2%
+166.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.4% | -9.8% | -0.3% |
| 7D | +3.0% | +8.9% | -6.0% | +2.1% |
| 30D | +28.6% | -15.4% | +44.0% | +29.9% |
| 3M | +29.1% | -52.9% | +81.9% | +36.3% |
| 6M | +44.7% | -46.8% | +91.6% | +49.6% |
| YTD | +29.2% | -68.9% | +98.1% | +38.6% |
| 1Y | +66.2% | -81.7% | +147.8% | +87.0% |
| 3Y | +112.8% | -92.4% | +205.2% | +172.9% |
| All | +72.5% | -94.2% | +166.6% | +138.5% |
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