+72.5%
CART vs LTH
+208.6%
-136.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.8% |
| 7D | +3.0% | +4.5% | -1.5% | +2.0% |
| 30D | +28.6% | +16.3% | +12.2% | +24.4% |
| 3M | +29.1% | +8.4% | +20.7% | +26.6% |
| 6M | +44.7% | +40.3% | +4.4% | +34.6% |
| YTD | +29.2% | +77.3% | -48.1% | +12.8% |
| 1Y | +66.2% | +88.0% | -21.8% | +42.7% |
| 3Y | +112.8% | +274.3% | -161.4% | +57.8% |
| All | +72.5% | +208.6% | -136.1% | +25.9% |
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