+118.5%
FLUT vs LPLA
+1,111.7%
-993.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | -1.5% | +3.6% | -5.1% | -1.9% |
| 30D | +3.4% | -6.8% | +10.2% | +4.0% |
| 3M | -12.5% | -17.0% | +4.6% | -10.9% |
| 6M | -18.5% | +1.8% | -20.3% | -19.0% |
| YTD | -61.6% | -13.4% | -48.3% | -61.2% |
| 1Y | -64.1% | -17.5% | -46.6% | -63.6% |
| 3Y | -44.5% | +36.5% | -80.9% | -46.1% |
| 5Y | -51.3% | +92.6% | -143.9% | -53.7% |
| 10Y | -25.6% | +809.2% | -834.8% | -29.2% |
| All | +118.5% | +1,111.7% | -993.1% | +103.4% |
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