+71.5%
CART vs LSCC
+13.3%
+58.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.6% | +6.2% | -1.6% |
| 7D | +1.2% | -4.8% | +6.0% | +1.6% |
| 30D | +27.1% | -27.1% | +54.2% | +30.8% |
| 3M | +27.4% | -23.6% | +51.0% | +30.2% |
| 6M | +32.1% | -19.8% | +51.9% | +32.8% |
| YTD | +28.5% | +33.2% | -4.7% | +18.0% |
| 1Y | +58.8% | +55.2% | +3.6% | +41.6% |
| 3Y | +114.8% | +70.1% | +44.7% | +75.6% |
| All | +71.5% | +13.3% | +58.2% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling