-31.8%
LVS vs CART
+61.3%
-93.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.6% | +4.9% | +6.3% |
| 7D | +13.4% | +1.4% | +12.0% | +13.2% |
| 30D | +12.2% | +29.7% | -17.5% | +9.2% |
| 3M | -10.7% | +29.7% | -40.5% | -13.2% |
| 6M | -19.8% | +36.8% | -56.6% | -22.7% |
| YTD | -35.8% | +31.7% | -67.5% | -37.0% |
| 1Y | -31.8% | +62.4% | -94.2% | -37.1% |
| All | -31.8% | +61.3% | -93.1% | -37.1% |
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 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