+38.7%
KMB vs LPLA
+892.4%
-853.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.4% | -0.1% | +3.1% |
| 7D | +3.4% | +2.3% | +1.1% | +3.3% |
| 30D | +14.7% | -7.7% | +22.4% | +15.0% |
| 3M | +3.3% | -15.7% | +19.0% | +4.0% |
| 6M | +16.8% | +0.8% | +16.0% | +16.5% |
| YTD | +15.2% | -14.2% | +29.4% | +15.7% |
| 1Y | +13.3% | -17.9% | +31.2% | +14.0% |
| 3Y | +5.4% | +36.1% | -30.6% | +1.8% |
| 5Y | +2.7% | +90.3% | -87.6% | -4.9% |
| 10Y | +38.7% | +841.0% | -802.3% | +13.7% |
| All | +38.7% | +892.4% | -853.8% | +13.7% |
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