+131.2%
FTV vs LPLA
+1,441.3%
-1,310.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.5% | +1.0% |
| 7D | -0.7% | -3.2% | +2.5% | +0.4% |
| 30D | +18.3% | -8.6% | +27.0% | +21.0% |
| 3M | +10.2% | -18.7% | +28.9% | +17.0% |
| 6M | +12.8% | +4.5% | +8.3% | +9.3% |
| YTD | +23.4% | -15.3% | +38.7% | +27.5% |
| 1Y | +31.4% | -19.9% | +51.3% | +38.2% |
| 3Y | +38.7% | +33.4% | +5.2% | +16.5% |
| 5Y | +18.6% | +87.4% | -68.8% | -17.3% |
| 10Y | +110.1% | +800.4% | -690.3% | -17.0% |
| All | +131.2% | +1,441.3% | -1,310.1% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling