+141.6%
FTNT vs LPLA
+44.8%
+96.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +1.7% | -1.5% | +3.3% | +2.2% |
| 30D | -4.3% | -6.0% | +1.7% | -2.6% |
| 3M | +13.6% | +21.4% | -7.8% | +7.3% |
| 6M | +87.6% | +12.1% | +75.5% | +79.5% |
| YTD | +98.0% | -1.8% | +99.8% | +96.5% |
| 1Y | +96.9% | +3.2% | +93.7% | +90.9% |
| All | +141.6% | +44.8% | +96.8% | +111.1% |
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