+121.6%
KMI vs LPLA
+29.4%
+92.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | +6.5% | -0.9% | +7.5% | +6.6% |
| 30D | -3.4% | -9.5% | +6.1% | -2.4% |
| 3M | +0.4% | -21.9% | +22.2% | +3.5% |
| 6M | -0.9% | -2.6% | +1.7% | -1.3% |
| YTD | +20.5% | -17.8% | +38.3% | +22.8% |
| 1Y | +23.2% | -21.2% | +44.4% | +26.5% |
| 3Y | +121.6% | +30.6% | +91.0% | +112.5% |
| All | +121.6% | +29.4% | +92.2% | +112.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling