+209.6%
KMB vs LPLA
+1,311.2%
-1,101.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -3.0% | -3.1% | 0.0% | -2.9% |
| 30D | -5.5% | -0.1% | -5.4% | -5.5% |
| 3M | +14.0% | +23.2% | -9.2% | +12.5% |
| 6M | +4.1% | +15.5% | -11.5% | +3.0% |
| YTD | +8.0% | +0.9% | +7.2% | +7.7% |
| 1Y | -13.7% | +0.2% | -13.9% | -14.1% |
| 3Y | -5.9% | +55.2% | -61.2% | -9.9% |
| 5Y | -8.6% | +145.4% | -154.1% | -16.8% |
| 10Y | +17.3% | +1,229.7% | -1,212.4% | -10.6% |
| All | +209.6% | +1,311.2% | -1,101.6% | +127.8% |
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