+10,744.8%
LEN vs TECH
+101,570.6%
-90,825.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -6.4% | +0.1% | -6.5% | -6.4% |
| 30D | +15.6% | +0.3% | +15.3% | +15.6% |
| 3M | -0.8% | +1.0% | -1.8% | -1.0% |
| 6M | +0.4% | +54.0% | -53.6% | -8.3% |
| YTD | -14.1% | +24.3% | -38.5% | -19.1% |
| 1Y | -29.6% | +23.7% | -53.3% | -33.6% |
| 3Y | -23.1% | +28.5% | -51.6% | -29.2% |
| 5Y | -8.9% | -41.2% | +32.4% | -3.3% |
| 10Y | +146.2% | +189.2% | -42.9% | +96.6% |
| All | +10,744.8% | +101,570.6% | -90,825.8% | +5,157.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling