+1,018.0%
KEYS vs LPLA
+1,251.7%
-233.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.4% |
| 7D | +3.5% | -1.5% | +5.0% | +4.0% |
| 30D | -4.5% | -6.0% | +1.5% | -2.7% |
| 3M | -0.4% | +24.0% | -24.5% | -7.3% |
| 6M | +19.1% | +17.0% | +2.1% | +12.1% |
| YTD | +66.7% | -0.7% | +67.3% | +64.4% |
| 1Y | +96.5% | +2.1% | +94.3% | +91.7% |
| 3Y | +155.2% | +48.7% | +106.5% | +116.1% |
| 5Y | +88.0% | +151.2% | -63.2% | +28.6% |
| All | +1,018.0% | +1,251.7% | -233.7% | +363.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling