+111.6%
CART vs LII
-6.9%
+118.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -2.0% |
| 7D | +1.2% | +0.2% | +1.0% | +1.2% |
| 30D | +27.1% | -4.6% | +31.7% | +27.8% |
| 3M | +27.4% | -21.7% | +49.1% | +32.1% |
| 6M | +32.1% | -32.8% | +64.9% | +39.0% |
| YTD | +28.5% | -27.5% | +56.0% | +31.9% |
| 1Y | +58.8% | -28.0% | +86.8% | +63.1% |
| All | +111.6% | -6.9% | +118.5% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling