+21.3%
KWEB vs LPLA
+977.6%
-956.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -3.6% | -1.5% | -2.0% | -3.2% |
| 30D | -14.9% | -6.0% | -8.9% | -13.6% |
| 3M | -5.4% | +21.4% | -26.8% | -10.3% |
| 6M | -18.9% | +12.1% | -30.9% | -21.8% |
| YTD | -27.2% | -1.8% | -25.4% | -27.7% |
| 1Y | -34.2% | +3.2% | -37.4% | -35.8% |
| 3Y | +0.6% | +45.9% | -45.3% | -13.8% |
| 5Y | -43.5% | +144.7% | -188.1% | -59.4% |
| 10Y | -20.6% | +1,222.4% | -1,243.0% | -64.6% |
| All | +21.3% | +977.6% | -956.3% | -43.5% |
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 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