+71.5%
CART vs LH
+86.8%
-15.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.3% |
| 7D | +1.2% | -1.3% | +2.5% | +1.4% |
| 30D | +27.1% | +16.6% | +10.5% | +24.4% |
| 3M | +27.4% | +16.0% | +11.5% | +24.8% |
| 6M | +32.1% | +42.0% | -9.9% | +25.8% |
| YTD | +28.5% | +45.9% | -17.4% | +20.9% |
| 1Y | +58.8% | +46.4% | +12.4% | +49.3% |
| 3Y | +114.8% | +79.0% | +35.8% | +89.1% |
| All | +71.5% | +86.8% | -15.3% | +52.5% |
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