+98.7%
LEN vs TECH
+189.8%
-91.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -7.8% | -0.5% | -7.2% | -7.6% |
| 30D | -11.0% | 0.0% | -11.0% | -11.0% |
| 3M | -12.8% | +37.4% | -50.2% | -23.0% |
| 6M | -20.2% | +36.9% | -57.1% | -31.0% |
| YTD | -23.0% | +23.1% | -46.1% | -31.1% |
| 1Y | -41.8% | +42.2% | -84.1% | -51.1% |
| 3Y | -28.8% | +1.9% | -30.7% | -34.5% |
| 5Y | -12.6% | -42.9% | +30.3% | -0.9% |
| All | +98.7% | +189.8% | -91.1% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TECH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling