-26.8%
FLUT vs LPLA
+758.1%
-784.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | +9.3% | -9.5% | +18.7% | +10.6% |
| 3M | -17.5% | -21.9% | +4.4% | -14.7% |
| 6M | -14.6% | -2.6% | -12.0% | -14.8% |
| YTD | -62.3% | -17.8% | -44.5% | -61.4% |
| 1Y | -59.6% | -21.2% | -38.5% | -58.5% |
| 3Y | -45.3% | +30.6% | -75.9% | -47.2% |
| 5Y | -50.4% | +81.3% | -131.8% | -53.5% |
| All | -26.8% | +758.1% | -784.9% | -22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling