+66.2%
CART vs LTH
+84.4%
-18.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | +3.0% | +4.5% | -1.5% | +2.5% |
| 30D | +28.6% | +16.3% | +12.2% | +26.9% |
| 3M | +29.1% | +8.4% | +20.7% | +28.0% |
| 6M | +44.7% | +40.3% | +4.4% | +43.5% |
| YTD | +29.2% | +77.3% | -48.1% | +26.9% |
| 1Y | +66.2% | +88.0% | -21.8% | +59.3% |
| All | +66.2% | +84.4% | -18.3% | +59.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling