+53.8%
LHX vs CART
+14.3%
+39.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | -0.2% |
| 7D | -2.5% | -4.1% | +1.6% | -2.5% |
| 30D | -10.4% | -4.3% | -6.0% | -10.3% |
| 3M | -14.9% | +13.1% | -28.1% | -15.1% |
| 6M | -29.6% | +26.0% | -55.6% | -29.8% |
| YTD | -11.8% | +6.7% | -18.5% | -11.9% |
| 1Y | -5.1% | +6.3% | -11.3% | -5.3% |
| All | +53.8% | +14.3% | +39.5% | +49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling