+738.1%
LPLA vs KMX
-2.3%
+740.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | -0.3% |
| 7D | -0.9% | +3.4% | -4.3% | -2.0% |
| 30D | -9.5% | +6.8% | -16.3% | -11.5% |
| 3M | -21.9% | -11.4% | -10.5% | -19.2% |
| 6M | -2.6% | +43.6% | -46.2% | -15.0% |
| YTD | -17.8% | +37.7% | -55.5% | -28.4% |
| 1Y | -21.2% | +53.0% | -74.1% | -33.9% |
| 3Y | +30.6% | -16.3% | +46.9% | +25.0% |
| 5Y | +81.3% | -64.2% | +145.6% | +137.3% |
| All | +738.1% | -2.3% | +740.5% | +583.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling