+1,025.3%
LITE vs CART
+38.4%
+987.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.6% |
| 7D | -35.9% | +3.0% | -38.9% | -36.2% |
| 30D | -51.5% | +28.6% | -80.1% | -53.2% |
| 3M | -35.7% | +29.1% | -64.8% | -38.5% |
| 6M | -43.0% | +44.7% | -87.7% | -46.9% |
| YTD | +46.1% | +29.2% | +16.9% | +39.5% |
| 1Y | +124.7% | +66.2% | +58.6% | +99.5% |
| 3Y | +1,172.1% | +112.8% | +1,059.2% | +939.3% |
| All | +1,025.3% | +38.4% | +987.0% | +797.5% |
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 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