+1,071.7%
KEYS vs LPLA
+872.9%
+198.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +2.9% | -1.5% | +4.5% | +3.4% |
| 30D | -1.3% | -6.0% | +4.7% | +0.4% |
| 3M | -0.1% | +21.4% | -21.5% | -5.9% |
| 6M | +17.4% | +12.1% | +5.3% | +12.5% |
| YTD | +62.9% | -1.8% | +64.7% | +61.5% |
| 1Y | +95.7% | +3.2% | +92.5% | +90.9% |
| 3Y | +150.2% | +45.9% | +104.3% | +117.3% |
| 5Y | +83.1% | +144.7% | -61.6% | +33.2% |
| 10Y | +1,020.9% | +1,222.4% | -201.5% | +431.6% |
| All | +1,071.7% | +872.9% | +198.8% | +513.3% |
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