+224.5%
KEEL vs LPLA
+46.5%
+178.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.0% |
| 7D | +2.9% | -1.5% | +4.4% | +3.5% |
| 30D | +0.8% | -6.0% | +6.9% | +3.3% |
| 3M | -35.3% | +24.0% | -59.4% | -42.3% |
| 6M | +59.4% | +17.0% | +42.4% | +44.3% |
| YTD | +51.9% | -0.7% | +52.6% | +51.6% |
| 1Y | +75.0% | +2.1% | +72.9% | +71.6% |
| 3Y | +224.5% | +48.7% | +175.9% | +245.8% |
| All | +224.5% | +46.5% | +178.0% | +245.8% |
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