+72.5%
CART vs LPLA
+20.9%
+51.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.9% |
| 7D | +3.0% | +4.1% | -1.2% | +2.1% |
| 30D | +28.6% | -9.0% | +37.6% | +30.6% |
| 3M | +29.1% | -17.6% | +46.7% | +33.5% |
| 6M | +44.7% | -8.8% | +53.6% | +46.8% |
| YTD | +29.2% | -17.0% | +46.2% | +33.1% |
| 1Y | +66.2% | -20.4% | +86.6% | +72.5% |
| 3Y | +112.8% | +35.4% | +77.4% | +103.5% |
| All | +72.5% | +20.9% | +51.6% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling