-43.7%
KHC vs LPLA
+636.6%
-680.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.6% |
| 7D | +1.1% | +4.1% | -3.0% | +0.6% |
| 30D | +12.0% | -9.0% | +21.0% | +13.1% |
| 3M | +0.2% | -17.6% | +17.8% | +2.3% |
| 6M | +10.3% | -8.8% | +19.2% | +11.0% |
| YTD | +6.7% | -17.0% | +23.8% | +8.2% |
| 1Y | +10.9% | -20.4% | +31.3% | +12.9% |
| 3Y | -12.6% | +35.4% | -48.1% | -19.4% |
| 5Y | -16.3% | +79.7% | -96.0% | -28.6% |
| 10Y | -53.2% | +915.0% | -968.2% | -69.7% |
| All | -43.7% | +636.6% | -680.3% | -59.8% |
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