-16.5%
LPLA vs KMX
+35.0%
-51.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.3% | +1.3% | +4.3% |
| 7D | +15.7% | +2.1% | +13.6% | +15.4% |
| 30D | -6.2% | +0.5% | -6.7% | -6.3% |
| 3M | -12.0% | -4.1% | -7.9% | -11.7% |
| 6M | -2.7% | +49.5% | -52.3% | -8.0% |
| YTD | -12.5% | +42.7% | -55.2% | -15.9% |
| 1Y | -16.5% | +35.3% | -51.8% | -19.7% |
| All | -16.5% | +35.0% | -51.5% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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