-49.2%
FLUT vs LPLA
+143.6%
-192.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.3% |
| 3M | -4.0% | +23.5% | -27.6% | -10.6% |
| 6M | -10.3% | +12.0% | -22.3% | -14.1% |
| 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% | -51.1% |
| 5Y | -49.2% | +144.9% | -194.1% | -63.9% |
| All | -49.2% | +143.6% | -192.9% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling