-10.7%
KHC vs LPLA
+50.5%
-61.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.1% |
| 7D | -2.2% | -2.1% | -0.1% | -2.3% |
| 30D | -0.1% | -3.3% | +3.3% | -0.2% |
| 3M | +8.3% | +23.5% | -15.2% | +8.9% |
| 6M | +5.0% | +12.0% | -7.0% | +5.4% |
| YTD | +8.0% | -1.7% | +9.7% | +8.2% |
| 1Y | -1.1% | +3.2% | -4.3% | -0.9% |
| 3Y | -10.7% | +46.2% | -56.9% | -11.0% |
| All | -10.7% | +50.5% | -61.2% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling