+51.5%
CART vs LPLA
+47.0%
+4.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.2% |
| 7D | +1.0% | -3.1% | +4.1% | +1.6% |
| 30D | +12.6% | -0.1% | +12.7% | +12.6% |
| 3M | +23.1% | +23.2% | -0.1% | +18.2% |
| 6M | +39.5% | +15.5% | +24.0% | +35.4% |
| YTD | +13.5% | +0.9% | +12.7% | +13.0% |
| 1Y | +14.9% | +0.2% | +14.7% | +14.0% |
| All | +51.5% | +47.0% | +4.5% | +39.2% |
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