-42.1%
KWEB vs LPLA
+147.5%
-189.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.2% |
| 7D | -5.6% | -1.5% | -4.0% | -5.2% |
| 30D | -10.7% | -6.0% | -4.7% | -9.3% |
| 3M | -7.4% | +24.0% | -31.5% | -12.6% |
| 6M | -19.3% | +17.0% | -36.3% | -23.1% |
| YTD | -27.8% | -0.7% | -27.1% | -28.4% |
| 1Y | -35.9% | +2.1% | -38.1% | -37.2% |
| 3Y | -1.9% | +48.7% | -50.6% | -18.4% |
| All | -42.1% | +147.5% | -189.6% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling