-63.2%
FLUT vs LPLA
-16.5%
-46.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.6% | -7.0% | -3.6% |
| 7D | +4.2% | +15.7% | -11.6% | -0.1% |
| 30D | +8.0% | -6.2% | +14.2% | +9.4% |
| 3M | -22.1% | -12.0% | -10.1% | -19.7% |
| 6M | -21.7% | -2.7% | -19.0% | -21.8% |
| YTD | -62.0% | -12.5% | -49.4% | -61.1% |
| 1Y | -63.2% | -16.5% | -46.6% | -61.4% |
| All | -63.2% | -16.5% | -46.7% | -61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling