-40.6%
TECH vs LPLA
+89.2%
-129.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -0.5% |
| 7D | +0.2% | +2.3% | -2.1% | -0.2% |
| 30D | +0.5% | -7.7% | +8.2% | +1.6% |
| 3M | +0.9% | -15.7% | +16.5% | +3.5% |
| 6M | +51.0% | +0.8% | +50.2% | +49.2% |
| YTD | +24.4% | -14.2% | +38.6% | +26.6% |
| 1Y | +27.6% | -17.9% | +45.5% | +30.9% |
| 3Y | +29.9% | +36.1% | -6.2% | +19.2% |
| 5Y | -40.6% | +90.3% | -131.0% | -53.8% |
| All | -40.6% | +89.2% | -129.8% | -53.8% |
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 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