+1,910.4%
FTNT vs LPLA
+758.1%
+1,152.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +7.1% | -0.9% | +8.0% | +7.3% |
| 30D | -30.9% | -9.5% | -21.4% | -29.1% |
| 3M | -23.1% | -21.9% | -1.2% | -17.2% |
| 6M | +8.1% | -2.6% | +10.7% | +7.3% |
| YTD | +60.2% | -17.8% | +78.0% | +66.1% |
| 1Y | +57.0% | -21.2% | +78.2% | +65.2% |
| 3Y | +152.9% | +30.6% | +122.3% | +115.6% |
| 5Y | +85.9% | +81.3% | +4.6% | +35.5% |
| All | +1,910.4% | +758.1% | +1,152.4% | +779.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling