+113.9%
KEY vs LPLA
+36.1%
+77.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | -1.3% | +4.1% | -5.4% | -2.6% |
| 30D | +5.1% | -9.0% | +14.2% | +7.8% |
| 3M | -7.1% | -17.6% | +10.5% | -1.7% |
| 6M | -4.4% | -8.8% | +4.5% | -2.6% |
| YTD | +4.0% | -17.0% | +21.0% | +8.6% |
| 1Y | +23.4% | -20.4% | +43.8% | +30.8% |
| 3Y | +113.9% | +35.4% | +78.5% | +109.5% |
| All | +113.9% | +36.1% | +77.8% | +109.5% |
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 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