+25.9%
LMT vs CART
+61.3%
-35.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.6% | -8.4% | -6.8% |
| 7D | -5.5% | +1.4% | -6.9% | -5.5% |
| 30D | +17.5% | +29.7% | -12.2% | +19.0% |
| 3M | +1.6% | +29.7% | -28.1% | +3.0% |
| 6M | +16.3% | +36.8% | -20.5% | +18.4% |
| YTD | +25.3% | +31.7% | -6.4% | +24.2% |
| 1Y | +25.9% | +62.4% | -36.5% | +24.4% |
| All | +25.9% | +61.3% | -35.5% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling