+436.5%
CARR vs LPLA
+858.9%
-422.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.3% |
| 7D | +3.2% | -2.1% | +5.3% | +3.8% |
| 30D | -7.7% | -3.3% | -4.3% | -6.9% |
| 3M | -11.9% | +23.5% | -35.5% | -17.3% |
| 6M | +2.0% | +12.0% | -10.0% | -2.1% |
| YTD | +13.2% | -1.7% | +14.8% | +12.0% |
| 1Y | -8.5% | +3.2% | -11.7% | -11.2% |
| 3Y | +5.0% | +46.2% | -41.2% | -10.9% |
| 5Y | +12.0% | +144.9% | -132.9% | -23.3% |
| All | +436.5% | +858.9% | -422.5% | +170.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling