+1,741.3%
LITE vs CART
+21.6%
+1,719.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.2% |
| 7D | -1.5% | +1.0% | -2.6% | -1.7% |
| 30D | +6.7% | +12.6% | -6.0% | +4.3% |
| 3M | -6.8% | +23.1% | -29.9% | -10.6% |
| 6M | +29.4% | +39.5% | -10.1% | +20.0% |
| YTD | +139.1% | +13.5% | +125.5% | +132.9% |
| 1Y | +521.0% | +14.9% | +506.1% | +500.4% |
| All | +1,741.3% | +21.6% | +1,719.7% | +1,398.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling