+36.9%
LMT vs CART
+51.1%
-14.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -5.6% | +0.3% | -5.9% | -5.6% |
| 30D | +18.4% | +22.4% | -4.1% | +19.5% |
| 3M | +0.6% | +15.6% | -15.0% | +1.2% |
| 6M | +20.6% | +44.9% | -24.3% | +22.7% |
| YTD | +27.0% | +30.0% | -3.0% | +25.7% |
| 1Y | +36.9% | +56.6% | -19.8% | +33.7% |
| All | +36.9% | +51.1% | -14.3% | +33.7% |
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 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