+48.4%
CART vs LPLA
-23.1%
+71.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.2% |
| 7D | +1.2% | -2.8% | +4.0% | +1.6% |
| 30D | +17.8% | -10.2% | +27.9% | +19.7% |
| 3M | +20.7% | -22.3% | +43.0% | +24.9% |
| 6M | +49.7% | -0.5% | +50.2% | +50.8% |
| YTD | +30.0% | -17.9% | +47.9% | +36.3% |
| 1Y | +48.4% | -22.0% | +70.4% | +56.1% |
| All | +48.4% | -23.1% | +71.5% | +56.1% |
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