+51.8%
LMT vs CART
+40.2%
+11.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | +5.1% | +1.3% | +3.8% | +5.1% |
| 30D | +14.1% | +19.2% | -5.0% | +14.5% |
| 3M | +0.3% | +17.6% | -17.3% | +0.6% |
| 6M | +16.1% | +47.4% | -31.3% | +17.0% |
| YTD | +25.5% | +30.9% | -5.4% | +26.2% |
| 1Y | +34.1% | +46.0% | -11.8% | +35.0% |
| 3Y | +45.1% | +130.3% | -85.2% | +45.8% |
| All | +51.8% | +40.2% | +11.6% | +51.1% |
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