+151.8%
LLY vs CART
+41.0%
+110.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | +0.5% |
| 7D | +10.1% | +1.4% | +8.7% | +10.0% |
| 30D | +24.0% | +29.7% | -5.6% | +21.9% |
| 3M | +27.3% | +29.7% | -2.4% | +25.1% |
| 6M | +47.0% | +36.8% | +10.2% | +43.8% |
| YTD | +32.6% | +31.7% | +0.9% | +29.4% |
| 1Y | +57.3% | +62.4% | -5.0% | +52.0% |
| 3Y | +154.9% | +120.1% | +34.9% | +139.1% |
| All | +151.8% | +41.0% | +110.8% | +130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling