+153.2%
FTNT vs LPLA
+144.0%
+9.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +1.7% | -1.5% | +3.3% | +2.3% |
| 30D | -4.3% | -6.0% | +1.7% | -2.3% |
| 3M | +13.6% | +21.4% | -7.8% | +6.1% |
| 6M | +87.6% | +12.1% | +75.5% | +78.0% |
| YTD | +98.0% | -1.8% | +99.8% | +95.8% |
| 1Y | +96.9% | +3.2% | +93.7% | +89.9% |
| 3Y | +145.4% | +45.9% | +99.4% | +103.4% |
| All | +153.2% | +144.0% | +9.1% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling