+51.5%
CART vs LH
+68.1%
-16.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | +1.0% | -2.5% | +3.5% | +1.4% |
| 30D | +12.6% | +4.3% | +8.3% | +12.0% |
| 3M | +23.1% | +25.5% | -2.4% | +19.4% |
| 6M | +39.5% | +17.0% | +22.6% | +36.7% |
| YTD | +13.5% | +31.3% | -17.7% | +8.5% |
| 1Y | +14.9% | +20.0% | -5.1% | +11.6% |
| All | +51.5% | +68.1% | -16.6% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling