+54.2%
LHX vs CART
+21.6%
+32.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.7% |
| 7D | -2.0% | +1.0% | -3.0% | -2.0% |
| 30D | -9.9% | +12.6% | -22.6% | -10.0% |
| 3M | -16.5% | +23.1% | -39.6% | -16.6% |
| 6M | -29.6% | +39.5% | -69.1% | -29.9% |
| YTD | -11.6% | +13.5% | -25.1% | -11.7% |
| 1Y | -4.1% | +14.9% | -18.9% | -4.4% |
| All | +54.2% | +21.6% | +32.6% | +49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling