-38.4%
LVS vs CART
+54.8%
-93.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | +12.2% | +23.1% | -10.9% | +10.0% |
| 3M | -11.3% | +19.2% | -30.5% | -12.8% |
| 6M | -21.6% | +45.7% | -67.3% | -24.4% |
| YTD | -36.6% | +30.9% | -67.5% | -38.0% |
| 1Y | -38.4% | +50.2% | -88.6% | -40.5% |
| All | -38.4% | +54.8% | -93.2% | -40.5% |
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