+56.6%
CART vs LH
+48.9%
+7.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.3% | +4.8% | -4.5% | +0.5% |
| 30D | +22.4% | +18.8% | +3.6% | +23.4% |
| 3M | +15.6% | +15.7% | 0.0% | +16.6% |
| 6M | +44.9% | +46.7% | -1.8% | +51.7% |
| YTD | +30.0% | +48.9% | -18.9% | +34.9% |
| 1Y | +56.6% | +43.5% | +13.2% | +65.2% |
| All | +56.6% | +48.9% | +7.7% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling