+280.1%
KEEL vs LPLA
+412.8%
-132.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.7% | -6.6% | -7.0% |
| 7D | +2.7% | -3.7% | +6.3% | +4.0% |
| 30D | +4.6% | -6.4% | +10.9% | +6.8% |
| 3M | -34.5% | +20.2% | -54.7% | -39.4% |
| 6M | +59.3% | +12.8% | +46.4% | +49.3% |
| YTD | +46.4% | -2.5% | +48.9% | +46.0% |
| 1Y | +96.6% | +1.9% | +94.6% | +92.3% |
| 3Y | +182.0% | +45.0% | +137.0% | +144.0% |
| 5Y | -38.2% | +146.6% | -184.8% | -53.2% |
| All | +280.1% | +412.8% | -132.7% | +438.6% |
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