-43.9%
FLUT vs LPLA
+50.5%
-94.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.4% |
| 7D | +3.8% | -2.1% | +5.9% | +4.5% |
| 30D | +6.3% | -3.3% | +9.6% | +7.4% |
| 3M | -4.0% | +23.5% | -27.6% | -11.1% |
| 6M | -10.3% | +12.0% | -22.3% | -14.3% |
| YTD | -53.2% | -1.7% | -51.5% | -53.4% |
| 1Y | -65.0% | +3.2% | -68.3% | -65.8% |
| 3Y | -43.9% | +46.2% | -90.1% | -47.6% |
| All | -43.9% | +50.5% | -94.4% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling