+157.8%
KMI vs LPLA
+144.0%
+13.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -1.8% | -1.5% | -0.2% | -1.5% |
| 30D | +0.1% | -6.0% | +6.0% | +1.1% |
| 3M | +1.2% | +21.4% | -20.2% | -2.4% |
| 6M | -3.9% | +12.1% | -16.0% | -6.3% |
| YTD | +17.5% | -1.8% | +19.4% | +17.0% |
| 1Y | +22.6% | +3.2% | +19.4% | +20.5% |
| 3Y | +116.3% | +45.9% | +70.3% | +96.6% |
| All | +157.8% | +144.0% | +13.7% | +90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling