+521.0%
LITE vs CART
+14.4%
+506.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +3.8% |
| 7D | -1.5% | +1.0% | -2.6% | -1.4% |
| 30D | +6.7% | +12.6% | -6.0% | +8.5% |
| 3M | -6.8% | +23.1% | -29.9% | -3.6% |
| 6M | +29.4% | +39.5% | -10.1% | +37.8% |
| YTD | +139.1% | +13.5% | +125.5% | +166.6% |
| 1Y | +521.0% | +14.9% | +506.1% | +599.3% |
| All | +521.0% | +14.4% | +506.6% | +599.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling