+44.4%
LMT vs CART
+38.4%
+6.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.6% |
| 7D | -11.0% | +3.0% | -13.9% | -10.9% |
| 30D | +13.6% | +28.6% | -15.0% | +14.2% |
| 3M | -2.1% | +29.1% | -31.2% | -1.6% |
| 6M | +11.7% | +44.7% | -33.0% | +12.5% |
| YTD | +19.4% | +29.2% | -9.8% | +20.0% |
| 1Y | +24.1% | +66.2% | -42.1% | +25.0% |
| 3Y | +36.2% | +112.8% | -76.7% | +36.5% |
| All | +44.4% | +38.4% | +6.0% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling