+323.3%
KTOS vs LPLA
+1,289.5%
-966.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.3% |
| 7D | -2.4% | -1.5% | -0.8% | -1.8% |
| 30D | -26.8% | -6.0% | -20.8% | -25.1% |
| 3M | -20.6% | +24.0% | -44.6% | -27.1% |
| 6M | -47.5% | +17.0% | -64.5% | -51.2% |
| YTD | -38.5% | -0.7% | -37.8% | -38.9% |
| 1Y | -31.0% | +2.1% | -33.1% | -32.4% |
| 3Y | +216.5% | +48.7% | +167.9% | +158.7% |
| 5Y | +105.7% | +151.2% | -45.6% | +29.5% |
| 10Y | +615.0% | +1,238.3% | -623.2% | +119.6% |
| All | +323.3% | +1,289.5% | -966.2% | +16.1% |
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