+277.6%
FTI vs LPLA
+44.8%
+232.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -2.3% | -1.5% | -0.8% | -1.8% |
| 30D | +5.0% | -6.0% | +11.0% | +7.0% |
| 3M | +13.8% | +21.4% | -7.5% | +6.4% |
| 6M | +22.9% | +12.1% | +10.8% | +17.2% |
| YTD | +75.0% | -1.8% | +76.8% | +73.6% |
| 1Y | +96.9% | +3.2% | +93.7% | +90.0% |
| All | +277.6% | +44.8% | +232.8% | +214.4% |
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 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