+421.5%
CARR vs LPLA
+868.7%
-447.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.4% | +0.9% |
| 7D | -3.8% | -1.5% | -2.2% | -3.4% |
| 30D | -8.9% | -6.0% | -2.9% | -7.4% |
| 3M | -17.3% | +24.0% | -41.4% | -22.4% |
| 6M | -1.4% | +17.0% | -18.4% | -6.5% |
| YTD | +10.0% | -0.7% | +10.7% | +8.6% |
| 1Y | -6.4% | +2.1% | -8.5% | -8.7% |
| 3Y | +1.5% | +48.7% | -47.1% | -14.2% |
| 5Y | +9.3% | +151.2% | -141.9% | -25.7% |
| All | +421.5% | +868.7% | -447.2% | +161.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling