-1.8%
CARR vs LPLA
-16.5%
+14.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | +0.2% |
| 7D | -0.7% | +15.7% | -16.4% | -1.7% |
| 30D | +0.3% | -6.2% | +6.5% | +0.6% |
| 3M | -14.9% | -12.0% | -2.9% | -14.6% |
| 6M | -14.9% | -2.7% | -12.1% | -14.7% |
| YTD | +7.0% | -12.5% | +19.5% | +7.3% |
| 1Y | -1.8% | -16.5% | +14.8% | +0.7% |
| All | -1.8% | -16.5% | +14.7% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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