+142.5%
FTI vs LPLA
+1,049.8%
-907.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | +4.3% | -0.9% | +5.2% | +4.7% |
| 30D | -4.7% | -9.5% | +4.8% | -1.5% |
| 3M | -13.5% | -21.9% | +8.3% | -4.3% |
| 6M | -8.7% | -2.6% | -6.1% | -10.1% |
| YTD | +49.0% | -17.8% | +66.8% | +56.4% |
| 1Y | +54.0% | -21.2% | +75.2% | +64.8% |
| 3Y | +211.6% | +30.6% | +181.0% | +146.5% |
| 5Y | +881.9% | +81.3% | +800.5% | +527.9% |
| 10Y | +188.1% | +773.9% | -585.9% | -6.9% |
| All | +142.5% | +1,049.8% | -907.3% | -40.0% |
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