-10.4%
FLUT vs LPLA
+1,198.0%
-1,208.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -2.6% | -1.5% | -1.0% | -2.4% |
| 30D | +5.4% | -6.0% | +11.3% | +6.3% |
| 3M | -10.8% | +21.4% | -32.1% | -13.5% |
| 6M | -9.2% | +12.1% | -21.3% | -11.0% |
| YTD | -53.8% | -1.8% | -52.0% | -53.9% |
| 1Y | -66.0% | +3.2% | -69.2% | -66.3% |
| 3Y | -44.7% | +45.9% | -90.6% | -47.4% |
| 5Y | -50.6% | +144.7% | -195.2% | -54.7% |
| 10Y | -10.4% | +1,222.4% | -1,232.9% | -9.5% |
| All | -10.4% | +1,198.0% | -1,208.4% | -9.5% |
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