-17.4%
KMB vs LPLA
+3.5%
-20.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -2.0% |
| 7D | -2.7% | -2.1% | -0.7% | -2.8% |
| 30D | -5.0% | -3.3% | -1.7% | -5.1% |
| 3M | +6.6% | +23.5% | -17.0% | +7.2% |
| 6M | +1.0% | +12.0% | -11.0% | +1.4% |
| YTD | +6.0% | -1.7% | +7.6% | +5.6% |
| All | -17.4% | +3.5% | -20.9% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling