+343.8%
KO vs LPLA
+1,273.0%
-929.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -0.8% | -1.5% | +0.8% | -0.6% |
| 30D | +0.8% | -6.0% | +6.8% | +1.5% |
| 3M | +8.3% | +21.4% | -13.0% | +5.9% |
| 6M | +14.0% | +12.1% | +2.0% | +12.2% |
| YTD | +26.9% | -1.8% | +28.8% | +26.4% |
| 1Y | +32.7% | +3.2% | +29.5% | +31.1% |
| 3Y | +63.9% | +45.9% | +18.0% | +52.0% |
| 5Y | +81.7% | +144.7% | -62.9% | +52.5% |
| 10Y | +183.0% | +1,222.4% | -1,039.4% | +87.0% |
| All | +343.8% | +1,273.0% | -929.2% | +171.8% |
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