+74.7%
CART vs LII
-4.0%
+78.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -0.6% | -2.3% | +1.7% | -0.3% |
| 30D | +23.1% | -1.7% | +24.8% | +23.2% |
| 3M | +19.2% | -18.3% | +37.5% | +22.4% |
| 6M | +45.7% | -32.3% | +78.0% | +52.5% |
| YTD | +30.9% | -27.1% | +58.0% | +34.1% |
| 1Y | +50.2% | -27.2% | +77.4% | +53.7% |
| 3Y | +133.5% | -8.9% | +142.5% | +130.4% |
| All | +74.7% | -4.0% | +78.7% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling