+75.9%
FTV vs LPLA
+1,226.8%
-1,150.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.1% |
| 7D | -5.2% | -3.7% | -1.5% | -4.0% |
| 30D | -11.5% | -6.4% | -5.1% | -9.5% |
| 3M | -9.0% | +20.2% | -29.2% | -14.9% |
| 6M | -2.0% | +12.8% | -14.9% | -6.8% |
| YTD | -0.9% | -2.5% | +1.6% | -1.4% |
| 1Y | +14.8% | +1.9% | +12.9% | +11.6% |
| 3Y | -5.5% | +45.0% | -50.5% | -21.9% |
| 5Y | -1.9% | +146.6% | -148.5% | -38.1% |
| All | +75.9% | +1,226.8% | -1,150.8% | -33.5% |
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