+111.6%
CART vs LTH
+273.3%
-161.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.6% |
| 7D | +1.2% | +5.3% | -4.1% | +0.1% |
| 30D | +27.1% | +18.3% | +8.8% | +22.7% |
| 3M | +27.4% | +5.4% | +22.0% | +25.8% |
| 6M | +32.1% | +62.5% | -30.4% | +19.0% |
| YTD | +28.5% | +79.6% | -51.2% | +12.3% |
| 1Y | +58.8% | +88.1% | -29.3% | +37.0% |
| All | +111.6% | +273.3% | -161.7% | +51.6% |
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