+366.0%
KEY vs LPLA
+1,099.8%
-733.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.7% | +0.8% |
| 7D | -0.4% | +2.3% | -2.7% | -1.7% |
| 30D | +7.2% | -7.7% | +14.9% | +10.7% |
| 3M | -4.9% | -15.7% | +10.8% | +2.9% |
| 6M | +1.1% | +0.8% | +0.2% | -2.3% |
| YTD | +6.8% | -14.2% | +21.0% | +11.6% |
| 1Y | +23.3% | -17.9% | +41.2% | +31.9% |
| 3Y | +126.1% | +36.1% | +90.0% | +68.9% |
| 5Y | +15.2% | +90.3% | -75.1% | -30.8% |
| 10Y | +113.6% | +841.0% | -727.4% | -42.3% |
| All | +366.0% | +1,099.8% | -733.8% | -1.4% |
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