+165.1%
FLUT vs LPLA
+1,311.2%
-1,146.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -1.6% | -3.1% | +1.4% | -1.3% |
| 30D | +7.7% | -0.1% | +7.8% | +7.7% |
| 3M | -0.7% | +23.2% | -23.9% | -3.1% |
| 6M | -11.2% | +15.5% | -26.7% | -12.7% |
| YTD | -53.4% | +0.9% | -54.3% | -53.6% |
| 1Y | -65.8% | +0.2% | -65.9% | -65.9% |
| 3Y | -44.9% | +55.2% | -100.2% | -47.2% |
| 5Y | -49.7% | +145.4% | -195.1% | -52.9% |
| 10Y | -9.7% | +1,229.7% | -1,239.4% | -15.8% |
| All | +165.1% | +1,311.2% | -1,146.1% | +143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling