-9.3%
LHX vs CART
+61.3%
-70.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.6% | -8.0% | -6.4% |
| 7D | -0.3% | +1.4% | -1.7% | -0.3% |
| 30D | +9.7% | +29.7% | -20.0% | +10.5% |
| 3M | -8.5% | +29.7% | -38.2% | -7.7% |
| 6M | -15.1% | +36.8% | -51.9% | -14.0% |
| YTD | -10.4% | +31.7% | -42.1% | -12.3% |
| 1Y | -9.3% | +62.4% | -71.7% | -14.3% |
| All | -9.3% | +61.3% | -70.6% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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