+1,350.8%
LPLA vs KMX
+94.4%
+1,256.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | -3.1% | +1.9% | -5.0% | -3.7% |
| 30D | -0.1% | +11.7% | -11.8% | -3.8% |
| 3M | +23.2% | +34.9% | -11.7% | +10.1% |
| 6M | +15.5% | +50.3% | -34.7% | -1.7% |
| YTD | +0.9% | +63.8% | -62.9% | -17.1% |
| 1Y | +0.2% | +3.8% | -3.7% | -6.4% |
| 3Y | +55.2% | -24.3% | +79.5% | +55.1% |
| 5Y | +145.4% | -50.2% | +195.7% | +172.1% |
| 10Y | +1,229.7% | +5.4% | +1,224.3% | +908.6% |
| All | +1,350.8% | +94.4% | +1,256.3% | +723.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling