+51.5%
CART vs LEN
-22.4%
+74.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.1% |
| 7D | +1.0% | -3.2% | +4.2% | +1.5% |
| 30D | +12.6% | -4.9% | +17.5% | +13.3% |
| 3M | +23.1% | -8.5% | +31.6% | +24.3% |
| 6M | +39.5% | -20.7% | +60.2% | +42.9% |
| YTD | +13.5% | -17.4% | +31.0% | +15.3% |
| 1Y | +14.9% | -38.2% | +53.1% | +21.7% |
| All | +51.5% | -22.4% | +74.0% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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