-66.0%
FLUT vs LPLA
+3.3%
-69.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -2.6% | -1.5% | -1.0% | -2.1% |
| 30D | +5.4% | -6.0% | +11.3% | +7.5% |
| 3M | -10.8% | +21.4% | -32.1% | -17.1% |
| 6M | -9.2% | +12.1% | -21.3% | -13.3% |
| YTD | -53.8% | -1.8% | -52.0% | -54.0% |
| 1Y | -66.0% | +3.2% | -69.2% | -67.0% |
| All | -66.0% | +3.3% | -69.3% | -67.0% |
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