+188.9%
TECH vs LPLA
+1,198.0%
-1,009.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.1% | -1.5% | +1.5% | +0.3% |
| 30D | +0.3% | -6.0% | +6.3% | +1.6% |
| 3M | +32.9% | +21.4% | +11.6% | +26.9% |
| 6M | +32.1% | +12.1% | +20.0% | +28.1% |
| YTD | +23.4% | -1.8% | +25.2% | +23.0% |
| 1Y | +34.1% | +3.2% | +30.9% | +31.7% |
| 3Y | +2.2% | +45.9% | -43.8% | -8.8% |
| 5Y | -41.8% | +144.7% | -186.5% | -55.6% |
| 10Y | +188.9% | +1,222.4% | -1,033.5% | +55.8% |
| All | +188.9% | +1,198.0% | -1,009.1% | +55.8% |
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