+377.5%
KNX vs LPLA
+1,263.8%
-886.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -0.5% | -3.7% | +3.2% | +0.5% |
| 30D | +1.0% | -6.4% | +7.4% | +2.8% |
| 3M | -12.6% | +20.2% | -32.8% | -17.4% |
| 6M | +21.1% | +12.8% | +8.2% | +15.8% |
| YTD | +33.2% | -2.5% | +35.7% | +32.2% |
| 1Y | +67.8% | +1.9% | +65.8% | +64.1% |
| 3Y | +37.3% | +45.0% | -7.7% | +19.2% |
| 5Y | +41.1% | +146.6% | -105.5% | +1.5% |
| 10Y | +170.6% | +1,213.6% | -1,043.0% | +13.9% |
| All | +377.5% | +1,263.8% | -886.4% | +69.6% |
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