+270.5%
LRCX vs CART
+40.2%
+230.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.0% | -3.4% |
| 7D | +12.7% | +1.3% | +11.4% | +12.6% |
| 30D | -21.3% | +19.2% | -40.4% | -22.4% |
| 3M | -32.9% | +17.6% | -50.4% | -33.9% |
| 6M | -23.4% | +47.4% | -70.8% | -26.6% |
| YTD | +32.4% | +30.9% | +1.5% | +28.5% |
| 1Y | +48.0% | +46.0% | +2.1% | +40.5% |
| 3Y | +243.9% | +130.3% | +113.6% | +194.8% |
| All | +270.5% | +40.2% | +230.3% | +220.1% |
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