+1,209.5%
LITE vs CART
+41.0%
+1,168.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.6% | -9.4% | -8.1% |
| 7D | -31.4% | +1.4% | -32.8% | -31.6% |
| 30D | -42.6% | +29.7% | -72.3% | -44.7% |
| 3M | -26.2% | +29.7% | -55.9% | -29.4% |
| 6M | -35.8% | +36.8% | -72.6% | -39.5% |
| YTD | +70.0% | +31.7% | +38.4% | +61.8% |
| 1Y | +232.7% | +62.4% | +170.4% | +197.8% |
| 3Y | +1,365.7% | +120.1% | +1,245.7% | +1,090.6% |
| All | +1,209.5% | +41.0% | +1,168.5% | +941.0% |
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