+63.2%
LHX vs CART
+39.2%
+24.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.9% | +4.4% |
| 7D | -2.7% | +1.5% | -4.2% | -2.7% |
| 30D | +14.5% | +22.4% | -7.9% | +14.3% |
| 3M | -4.9% | +16.5% | -21.4% | -5.0% |
| 6M | -8.6% | +44.9% | -53.5% | -9.0% |
| YTD | -6.4% | +30.0% | -36.4% | -6.7% |
| 1Y | -5.1% | +59.1% | -64.1% | -6.0% |
| 3Y | +59.1% | +138.8% | -79.7% | +56.5% |
| All | +63.2% | +39.2% | +24.0% | +57.9% |
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