+2,072.5%
FTNT vs LPLA
+1,251.7%
+820.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.6% | -2.4% |
| 7D | -0.1% | -1.5% | +1.4% | +0.4% |
| 30D | -3.0% | -6.0% | +3.0% | -0.9% |
| 3M | +7.6% | +24.0% | -16.5% | -0.4% |
| 6M | +87.0% | +17.0% | +70.0% | +74.6% |
| YTD | +96.5% | -0.7% | +97.2% | +93.2% |
| 1Y | +92.9% | +2.1% | +90.8% | +86.9% |
| 3Y | +139.8% | +48.7% | +91.2% | +98.6% |
| 5Y | +151.3% | +151.2% | +0.1% | +66.1% |
| All | +2,072.5% | +1,251.7% | +820.8% | +759.2% |
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