+138.8%
CART vs LPLA
+37.6%
+101.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | -0.1% |
| 7D | +1.5% | +2.3% | -0.8% | +1.0% |
| 30D | +22.4% | -7.7% | +30.1% | +24.1% |
| 3M | +16.5% | -15.7% | +32.2% | +20.1% |
| 6M | +44.9% | +0.8% | +44.0% | +44.0% |
| YTD | +30.0% | -14.2% | +44.2% | +33.1% |
| 1Y | +59.1% | -17.9% | +77.0% | +64.3% |
| 3Y | +138.8% | +36.1% | +102.7% | +125.3% |
| All | +138.8% | +37.6% | +101.2% | +125.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling