+35.5%
KMB vs LPLA
+757.5%
-722.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.4% |
| 7D | -3.0% | -2.8% | -0.2% | -2.8% |
| 30D | +9.1% | -10.2% | +19.2% | +9.6% |
| 3M | -0.4% | -22.3% | +21.9% | +0.7% |
| 6M | +13.0% | -0.5% | +13.4% | +12.8% |
| YTD | +10.3% | -17.9% | +28.2% | +11.0% |
| 1Y | +8.2% | -22.0% | +30.3% | +9.2% |
| 3Y | +0.4% | +29.4% | -29.0% | -2.9% |
| 5Y | -2.7% | +81.2% | -83.9% | -9.8% |
| All | +35.5% | +757.5% | -722.1% | +8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling