-0.1%
FTV vs LPLA
+145.5%
-145.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | -1.3% | -1.5% | +0.3% | -0.9% |
| 30D | -9.5% | -6.0% | -3.5% | -8.1% |
| 3M | -10.9% | +21.4% | -32.3% | -15.3% |
| 6M | -0.6% | +12.1% | -12.7% | -4.0% |
| YTD | +1.4% | -1.8% | +3.3% | +1.0% |
| 1Y | +17.6% | +3.2% | +14.4% | +15.1% |
| 3Y | -3.3% | +45.9% | -49.2% | -14.9% |
| 5Y | -0.1% | +144.7% | -144.8% | -28.2% |
| All | -0.1% | +145.5% | -145.7% | -28.2% |
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 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