+262.9%
LRCX vs CART
+39.2%
+223.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.6% | +9.8% | +10.4% |
| 7D | -2.7% | +1.5% | -4.3% | -2.8% |
| 30D | -30.6% | +22.4% | -53.0% | -31.7% |
| 3M | -28.8% | +16.5% | -45.4% | -29.8% |
| 6M | -24.6% | +44.9% | -69.5% | -27.6% |
| YTD | +29.7% | +30.0% | -0.3% | +25.9% |
| 1Y | +39.5% | +59.1% | -19.6% | +29.9% |
| 3Y | +248.9% | +138.8% | +110.1% | +197.9% |
| All | +262.9% | +39.2% | +223.8% | +213.8% |
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