+404.0%
LRCX vs CART
+21.6%
+382.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.2% |
| 7D | +1.9% | +1.0% | +0.9% | +1.8% |
| 30D | +0.1% | +12.6% | -12.5% | -1.2% |
| 3M | -8.5% | +23.1% | -31.6% | -10.7% |
| 6M | +38.1% | +39.5% | -1.5% | +31.4% |
| YTD | +80.1% | +13.5% | +66.5% | +76.9% |
| 1Y | +208.1% | +14.9% | +193.2% | +200.4% |
| All | +404.0% | +21.6% | +382.4% | +340.8% |
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 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