+382.8%
KEY vs LPLA
+1,311.2%
-928.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.2% | -3.1% | +5.3% | +4.0% |
| 30D | -3.0% | -0.1% | -2.9% | -3.1% |
| 3M | +3.3% | +23.2% | -19.9% | -8.9% |
| 6M | +9.2% | +15.5% | -6.3% | -1.3% |
| YTD | +10.6% | +0.9% | +9.8% | +7.2% |
| 1Y | +20.4% | +0.2% | +20.2% | +15.7% |
| 3Y | +121.8% | +55.2% | +66.6% | +56.6% |
| 5Y | +41.1% | +145.4% | -104.3% | -25.8% |
| 10Y | +168.5% | +1,229.7% | -1,061.1% | -37.5% |
| All | +382.8% | +1,311.2% | -928.5% | -5.3% |
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 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