-10.3%
LVS vs CART
+38.4%
-48.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.5% |
| 7D | +11.1% | +3.0% | +8.1% | +10.8% |
| 30D | +14.7% | +28.6% | -13.9% | +12.3% |
| 3M | -10.9% | +29.1% | -40.0% | -12.9% |
| 6M | -22.3% | +44.7% | -67.1% | -24.9% |
| YTD | -35.8% | +29.2% | -65.0% | -37.5% |
| 1Y | -33.5% | +66.2% | -99.6% | -36.5% |
| 3Y | -11.7% | +112.8% | -124.5% | -18.6% |
| All | -10.3% | +38.4% | -48.7% | -19.0% |
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 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