-11.9%
LVS vs CART
+133.8%
-145.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.2% |
| 7D | -3.9% | +1.2% | -5.1% | -4.0% |
| 30D | +7.1% | +17.8% | -10.7% | +5.4% |
| 3M | -13.2% | +20.7% | -33.9% | -14.8% |
| 6M | -22.8% | +49.7% | -72.5% | -25.8% |
| YTD | -38.0% | +30.0% | -68.0% | -39.8% |
| 1Y | -39.5% | +48.4% | -87.9% | -42.0% |
| All | -11.9% | +133.8% | -145.7% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling