Aligning Large Language Models (LLMs) with investor decision-making processes under herd behavior is a critical challenge in behavioral finance, which grapples with a fundamental limitation: the scarcity of real-user data needed for Supervised Fine-Tuning (SFT). While SFT can bridge the gap between LLM outputs and human behavioral patterns, its reliance on massive authentic data imposes substantial collection costs and privacy risks. We propose **InvestAlign**, a novel framework that constructs high-quality SFT datasets by leveraging theoretical solutions to similar and simple optimal investment problems rather than the complex scenarios. Our theoretical analysis demonstrates that training LLMs with **InvestAlign**-generated data achieves faster parameter convergence than using real-user data, suggesting superior learning efficiency. Furthermore, we develop **InvestAgent**, an LLM agent fine-tuned with **InvestAlign**, which shows significantly closer alignment to real-user data than pre-SFT models in both simple and complex investment problems. This highlights our proposed **InvestAlign** as a promising approach with the potential to address complex optimal investment problems and align LLMs with investor decision-making processes under herd behavior. Our code is publicly available at https://github.com/thu-social-network-research-group/InvestAlign.