Hi there,

I’m using your annual plan ($190) and noticed recurring issues with percentage calculations in Portfolio Lab. When I input normalized weights that should total exactly 100%, the system reports results like 110.54% or 100.02%, which suggests a rounding or input logic inconsistency.

My portfolio was built with precision — all allocations are based on live values and adjusted to eliminate drift. Yet the platform still interprets them with a slight overage, which affects modeling accuracy for rebalancing and margin planning.

Can you clarify how Portfolio Lab processes these weights? I’d appreciate any insight into whether this can be corrected or if there’s a preferred input format to avoid the deviation.

Thanks, Jose