-56.9%
KTOS vs LPLA
-19.9%
-37.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.4% | -3.7% | -6.0% |
| 7D | -23.4% | +7.6% | -31.0% | -25.7% |
| 30D | -23.6% | -9.5% | -14.1% | -21.0% |
| 3M | -39.7% | -16.3% | -23.3% | -35.4% |
| 6M | -43.7% | -8.0% | -35.7% | -41.4% |
| YTD | -56.0% | -15.5% | -40.5% | -51.1% |
| 1Y | -56.9% | -19.4% | -37.5% | -48.9% |
| All | -56.9% | -19.9% | -37.0% | -48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling