+51.5%
CART vs LII
+6.5%
+45.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.4% | -1.4% |
| 7D | +1.0% | -0.7% | +1.8% | +1.1% |
| 30D | +12.6% | -12.6% | +25.2% | +14.7% |
| 3M | +23.1% | -24.4% | +47.6% | +27.1% |
| 6M | +39.5% | -28.7% | +68.2% | +45.3% |
| YTD | +13.5% | -19.1% | +32.7% | +14.8% |
| 1Y | +14.9% | -29.7% | +44.6% | +19.5% |
| All | +51.5% | +6.5% | +45.0% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling