+72.5%
CART vs LNT
+55.2%
+17.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +3.0% | +1.4% | +1.5% | +2.7% |
| 30D | +28.6% | +12.3% | +16.3% | +26.0% |
| 3M | +29.1% | +5.3% | +23.7% | +27.8% |
| 6M | +44.7% | +2.0% | +42.7% | +43.9% |
| YTD | +29.2% | +15.3% | +13.9% | +25.4% |
| 1Y | +66.2% | +12.3% | +53.9% | +62.1% |
| 3Y | +112.8% | +59.1% | +53.7% | +83.7% |
| All | +72.5% | +55.2% | +17.3% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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