+72.5%
CART vs LH
+88.5%
-16.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | +3.0% | +1.4% | +1.5% | +2.8% |
| 30D | +28.6% | +17.5% | +11.1% | +25.7% |
| 3M | +29.1% | +16.1% | +13.0% | +26.4% |
| 6M | +44.7% | +43.4% | +1.4% | +37.6% |
| YTD | +29.2% | +47.2% | -18.0% | +21.4% |
| 1Y | +66.2% | +50.1% | +16.0% | +55.5% |
| 3Y | +112.8% | +81.2% | +31.7% | +86.9% |
| All | +72.5% | +88.5% | -16.0% | +53.2% |
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 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