+36.8%
CART vs LTH
+78.5%
-41.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.3% | -4.8% | +1.5% |
| 7D | +1.4% | +9.9% | -8.5% | +1.2% |
| 30D | +29.7% | +18.3% | +11.4% | +29.6% |
| 3M | +29.7% | +5.9% | +23.8% | +29.2% |
| 6M | +36.8% | +80.3% | -43.5% | +58.4% |
| All | +36.8% | +78.5% | -41.7% | +58.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling