+23.4%
KEY vs LPLA
-20.6%
+44.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | -1.3% | +4.1% | -5.4% | -2.3% |
| 30D | +5.1% | -9.0% | +14.2% | +7.3% |
| 3M | -7.1% | -17.6% | +10.5% | -2.6% |
| 6M | -4.4% | -8.8% | +4.5% | -2.3% |
| YTD | +4.0% | -17.0% | +21.0% | +7.5% |
| 1Y | +23.4% | -20.4% | +43.8% | +30.3% |
| All | +23.4% | -20.6% | +44.0% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling