+72.5%
CART vs LII
-6.4%
+78.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +0.8% |
| 7D | +3.0% | -0.6% | +3.6% | +3.0% |
| 30D | +28.6% | -4.6% | +33.1% | +29.2% |
| 3M | +29.1% | -21.2% | +50.3% | +33.2% |
| 6M | +44.7% | -36.4% | +81.2% | +53.0% |
| YTD | +29.2% | -28.9% | +58.1% | +32.8% |
| 1Y | +66.2% | -29.5% | +95.7% | +70.9% |
| 3Y | +112.8% | -8.6% | +121.4% | +111.1% |
| All | +72.5% | -6.4% | +78.8% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling