+53.9%
LMT vs CART
+39.2%
+14.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | +4.8% | +1.2% | +3.7% | +4.9% |
| 30D | +19.9% | +17.8% | +2.1% | +20.2% |
| 3M | +0.2% | +20.7% | -20.5% | +0.5% |
| 6M | +17.4% | +49.7% | -32.3% | +18.3% |
| YTD | +27.2% | +30.0% | -2.9% | +27.9% |
| 1Y | +35.6% | +48.4% | -12.8% | +36.5% |
| 3Y | +47.1% | +132.0% | -84.9% | +47.9% |
| All | +53.9% | +39.2% | +14.6% | +53.1% |
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 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