+144.7%
LPLA vs KMX
-54.2%
+198.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -1.5% | -1.9% | +0.3% | -1.2% |
| 30D | -6.0% | +2.6% | -8.5% | -6.5% |
| 3M | +21.4% | +25.6% | -4.2% | +15.7% |
| 6M | +12.1% | +41.9% | -29.8% | +3.7% |
| YTD | -1.8% | +56.0% | -57.9% | -11.0% |
| 1Y | +3.2% | -1.8% | +5.0% | +1.4% |
| 3Y | +45.9% | -25.7% | +71.7% | +49.8% |
| 5Y | +144.7% | -54.7% | +199.4% | +182.4% |
| All | +144.7% | -54.2% | +198.8% | +182.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling