-10.9%
LEN vs TECH
-41.8%
+30.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.7% | -3.8% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | -8.9% | +0.1% | -9.0% | -8.9% |
| 3M | -10.9% | +37.5% | -48.4% | -21.2% |
| 6M | -19.7% | +34.6% | -54.2% | -30.0% |
| YTD | -20.6% | +23.5% | -44.1% | -28.8% |
| 1Y | -42.4% | +34.4% | -76.8% | -50.5% |
| 3Y | -26.5% | +2.3% | -28.8% | -32.3% |
| 5Y | -10.9% | -41.7% | +30.8% | +1.7% |
| All | -10.9% | -41.8% | +30.9% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling