+1,380.3%
LITE vs CART
+116.9%
+1,263.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.6% | -9.4% | -8.0% |
| 7D | -31.4% | +1.4% | -32.8% | -31.6% |
| 30D | -42.6% | +29.7% | -72.3% | -44.6% |
| 3M | -26.2% | +29.7% | -55.9% | -29.3% |
| 6M | -35.8% | +36.8% | -72.6% | -39.4% |
| YTD | +70.0% | +31.7% | +38.4% | +62.5% |
| 1Y | +232.7% | +62.4% | +170.4% | +198.1% |
| All | +1,380.3% | +116.9% | +1,263.4% | +1,129.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling