+965.0%
LITE vs CART
+37.6%
+927.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.4% | -16.3% | -18.3% |
| 7D | -44.6% | +1.2% | -45.8% | -44.6% |
| 30D | -55.0% | +27.1% | -82.1% | -56.5% |
| 3M | -38.3% | +27.4% | -65.7% | -40.8% |
| 6M | -48.8% | +32.1% | -80.9% | -51.4% |
| YTD | +38.3% | +28.5% | +9.8% | +32.1% |
| 1Y | +119.0% | +58.8% | +60.2% | +96.7% |
| 3Y | +1,092.0% | +114.8% | +977.2% | +872.1% |
| All | +965.0% | +37.6% | +927.4% | +750.0% |
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