+23.0%
KEY vs LPLA
-18.3%
+41.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.7% | +1.8% |
| 7D | -0.4% | +2.3% | -2.7% | -0.9% |
| 30D | +7.2% | -7.7% | +14.9% | +9.1% |
| 3M | -4.9% | -15.7% | +10.8% | -0.8% |
| 6M | +1.1% | +0.8% | +0.2% | 0.0% |
| YTD | +6.8% | -14.2% | +21.0% | +9.4% |
| All | +23.0% | -18.3% | +41.3% | +29.3% |
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