+42.8%
LRCX vs CART
+61.3%
-18.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -3.7% |
| 7D | -12.8% | +1.4% | -14.1% | -12.4% |
| 30D | -36.0% | +29.7% | -65.6% | -31.5% |
| 3M | -30.2% | +29.7% | -60.0% | -25.2% |
| 6M | -14.2% | +36.8% | -51.0% | -6.3% |
| YTD | +29.7% | +31.7% | -1.9% | +41.3% |
| 1Y | +42.8% | +62.4% | -19.6% | +60.6% |
| All | +42.8% | +61.3% | -18.5% | +60.6% |
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