+131.9%
CART vs LTH
+253.6%
-121.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +0.3% | +6.4% | -6.1% | -1.0% |
| 30D | +22.4% | +16.7% | +5.7% | +18.7% |
| 3M | +15.6% | +11.7% | +4.0% | +13.0% |
| 6M | +44.9% | +48.5% | -3.6% | +34.1% |
| YTD | +30.0% | +78.4% | -48.4% | +14.6% |
| 1Y | +56.6% | +89.7% | -33.0% | +35.9% |
| 3Y | +131.9% | +245.6% | -113.7% | +88.0% |
| All | +131.9% | +253.6% | -121.7% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling