+72.5%
CART vs LSCC
+21.4%
+51.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.1% | -6.6% | -0.1% |
| 7D | +3.0% | +13.0% | -10.0% | +1.7% |
| 30D | +28.6% | -19.8% | +48.4% | +31.0% |
| 3M | +29.1% | -18.4% | +47.5% | +31.0% |
| 6M | +44.7% | -16.1% | +60.8% | +44.9% |
| YTD | +29.2% | +42.7% | -13.5% | +17.9% |
| 1Y | +66.2% | +68.0% | -1.9% | +46.8% |
| 3Y | +112.8% | +85.8% | +27.0% | +71.9% |
| All | +72.5% | +21.4% | +51.1% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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