+456.2%
TECH vs LPLA
+1,099.8%
-643.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -0.6% |
| 7D | +0.2% | +2.3% | -2.1% | -0.3% |
| 30D | +0.5% | -7.7% | +8.2% | +1.7% |
| 3M | +0.9% | -15.7% | +16.5% | +3.8% |
| 6M | +51.0% | +0.8% | +50.2% | +49.0% |
| YTD | +24.4% | -14.2% | +38.6% | +26.7% |
| 1Y | +27.6% | -17.9% | +45.5% | +31.1% |
| 3Y | +29.9% | +36.1% | -6.2% | +17.2% |
| 5Y | -40.6% | +90.3% | -131.0% | -51.6% |
| 10Y | +196.7% | +841.0% | -644.2% | +65.6% |
| All | +456.2% | +1,099.8% | -643.6% | +167.3% |
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