+124.7%
LITE vs CART
+60.1%
+64.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.8% |
| 7D | -35.9% | +3.0% | -38.9% | -35.4% |
| 30D | -51.5% | +28.6% | -80.1% | -48.1% |
| 3M | -35.7% | +29.1% | -64.8% | -31.4% |
| 6M | -43.0% | +44.7% | -87.7% | -37.1% |
| YTD | +46.1% | +29.2% | +16.9% | +78.3% |
| 1Y | +124.7% | +66.2% | +58.6% | +174.9% |
| All | +124.7% | +60.1% | +64.6% | +174.9% |
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 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