+106.0%
LEN vs TECH
+190.5%
-84.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -3.4% | -0.1% | -3.3% | -3.3% |
| 30D | -5.7% | +0.3% | -5.9% | -5.7% |
| 3M | -12.2% | +32.9% | -45.2% | -21.5% |
| 6M | -18.3% | +32.1% | -50.3% | -28.4% |
| YTD | -20.2% | +23.4% | -43.6% | -28.6% |
| 1Y | -40.1% | +34.1% | -74.1% | -48.4% |
| 3Y | -26.2% | +2.2% | -28.4% | -32.2% |
| 5Y | -9.8% | -41.8% | +32.0% | +1.5% |
| All | +106.0% | +190.5% | -84.5% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling