-10.1%
LVS vs CART
+39.2%
-49.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +6.7% | +0.3% | +6.4% | +6.7% |
| 30D | +13.8% | +22.4% | -8.6% | +11.8% |
| 3M | -9.5% | +15.6% | -25.1% | -10.7% |
| 6M | -22.0% | +44.9% | -66.9% | -24.6% |
| YTD | -35.7% | +30.0% | -65.7% | -37.4% |
| 1Y | -36.7% | +56.6% | -93.3% | -39.3% |
| 3Y | -8.8% | +131.9% | -140.8% | -16.2% |
| All | -10.1% | +39.2% | -49.3% | -18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling