+80.8%
KEYS vs LPLA
+142.4%
-61.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +0.9% | -3.7% | +4.6% | +2.0% |
| 30D | -5.3% | -6.4% | +1.1% | -3.5% |
| 3M | +0.5% | +20.2% | -19.7% | -5.2% |
| 6M | +14.0% | +12.8% | +1.2% | +8.9% |
| YTD | +60.3% | -2.5% | +62.8% | +59.3% |
| 1Y | +91.3% | +1.9% | +89.4% | +87.2% |
| 3Y | +146.1% | +45.0% | +101.2% | +113.7% |
| 5Y | +80.8% | +146.6% | -65.8% | +17.9% |
| All | +80.8% | +142.4% | -61.6% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling