+453.1%
TECH vs LPLA
+1,311.2%
-858.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.1% | -3.1% | +3.2% | +0.7% |
| 30D | +0.7% | -0.1% | +0.8% | +0.7% |
| 3M | +36.3% | +23.2% | +13.1% | +29.9% |
| 6M | +25.6% | +15.5% | +10.0% | +21.1% |
| YTD | +23.7% | +0.9% | +22.8% | +22.6% |
| 1Y | +37.6% | +0.2% | +37.5% | +36.0% |
| 3Y | -6.6% | +55.2% | -61.8% | -17.5% |
| 5Y | -42.2% | +145.4% | -187.7% | -55.2% |
| 10Y | +187.6% | +1,229.7% | -1,042.1% | +50.3% |
| All | +453.1% | +1,311.2% | -858.1% | +158.6% |
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