+73.5%
CART vs LTH
+207.1%
-133.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +1.5% | +7.0% | -5.5% | 0.0% |
| 30D | +22.4% | +15.4% | +7.0% | +18.7% |
| 3M | +16.5% | +7.0% | +9.5% | +14.6% |
| 6M | +44.9% | +46.9% | -2.0% | +33.4% |
| YTD | +30.0% | +76.4% | -46.4% | +13.6% |
| 1Y | +59.1% | +83.7% | -24.7% | +37.4% |
| 3Y | +138.8% | +248.9% | -110.1% | +80.2% |
| All | +73.5% | +207.1% | -133.6% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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