+63.8%
LHX vs CART
+40.2%
+23.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | +4.8% | +1.3% | +3.5% | +4.8% |
| 30D | +14.7% | +19.2% | -4.5% | +14.5% |
| 3M | -5.1% | +17.6% | -22.7% | -5.3% |
| 6M | -9.9% | +47.4% | -57.3% | -10.3% |
| YTD | -6.1% | +30.9% | -37.0% | -6.4% |
| 1Y | -4.0% | +46.0% | -50.0% | -4.7% |
| 3Y | +56.9% | +130.3% | -73.4% | +54.1% |
| All | +63.8% | +40.2% | +23.6% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling