+71.5%
CART vs LPLA
+23.1%
+48.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -1.7% |
| 7D | +1.2% | +7.6% | -6.4% | -0.3% |
| 30D | +27.1% | -9.5% | +36.6% | +29.3% |
| 3M | +27.4% | -16.3% | +43.8% | +31.4% |
| 6M | +32.1% | -8.0% | +40.1% | +33.9% |
| YTD | +28.5% | -15.5% | +44.0% | +31.9% |
| 1Y | +58.8% | -19.4% | +78.2% | +64.4% |
| 3Y | +114.8% | +39.7% | +75.0% | +104.3% |
| All | +71.5% | +23.1% | +48.4% | +62.5% |
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