+14.9%
CART vs LII
-28.2%
+43.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.4% | -1.3% |
| 7D | +1.0% | -0.7% | +1.8% | +1.1% |
| 30D | +12.6% | -12.6% | +25.2% | +12.6% |
| 3M | +23.1% | -24.4% | +47.6% | +22.8% |
| 6M | +39.5% | -28.7% | +68.2% | +39.9% |
| YTD | +13.5% | -19.1% | +32.7% | +13.9% |
| 1Y | +14.9% | -29.7% | +44.6% | +13.8% |
| All | +14.9% | -28.2% | +43.0% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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