+133.4%
KR vs LPLA
+1,251.7%
-1,118.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.6% |
| 7D | -0.2% | -1.5% | +1.4% | -0.1% |
| 30D | +5.1% | -6.0% | +11.1% | +5.3% |
| 3M | -8.2% | +24.0% | -32.2% | -9.0% |
| 6M | -18.0% | +17.0% | -35.0% | -18.6% |
| YTD | -4.8% | -0.7% | -4.1% | -4.9% |
| 1Y | -11.0% | +2.1% | -13.1% | -11.3% |
| 3Y | +37.7% | +48.7% | -11.0% | +33.4% |
| 5Y | +52.8% | +151.2% | -98.5% | +43.0% |
| All | +133.4% | +1,251.7% | -1,118.3% | +72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling