+96.5%
KEYS vs LPLA
+3.8%
+92.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.6% |
| 7D | +3.5% | -1.5% | +5.0% | +3.8% |
| 30D | -4.5% | -6.0% | +1.5% | -3.4% |
| 3M | -0.4% | +24.0% | -24.5% | -5.2% |
| 6M | +19.1% | +17.0% | +2.1% | +14.2% |
| YTD | +66.7% | -0.7% | +67.3% | +66.7% |
| 1Y | +96.5% | +2.1% | +94.3% | +91.5% |
| All | +96.5% | +3.8% | +92.7% | +91.5% |
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 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