+131.3%
FTV vs LPLA
+1,396.0%
-1,264.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +3.9% | -0.9% | +4.8% | +4.2% |
| 30D | +18.7% | -9.5% | +28.2% | +21.7% |
| 3M | +10.0% | -21.9% | +31.9% | +18.3% |
| 6M | +14.6% | -2.6% | +17.2% | +13.7% |
| YTD | +23.4% | -17.8% | +41.2% | +28.8% |
| 1Y | +31.3% | -21.2% | +52.5% | +38.8% |
| 3Y | +39.8% | +30.6% | +9.2% | +18.2% |
| 5Y | +17.7% | +81.3% | -63.7% | -17.0% |
| 10Y | +110.2% | +773.9% | -663.7% | -16.1% |
| All | +131.3% | +1,396.0% | -1,264.7% | -13.1% |
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 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