+1,568.0%
LITE vs TECH
+187.7%
+1,380.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +22.6% | +0.2% | +22.3% | +22.4% |
| 30D | -36.8% | +0.5% | -37.3% | -36.9% |
| 3M | -33.0% | +1.0% | -34.0% | -33.3% |
| 6M | -37.1% | +54.1% | -91.1% | -48.9% |
| YTD | +69.5% | +24.4% | +45.1% | +48.0% |
| 1Y | +146.1% | +19.3% | +126.8% | +119.4% |
| 3Y | +1,440.8% | +28.5% | +1,412.3% | +1,144.1% |
| 5Y | +580.4% | -41.0% | +621.4% | +694.9% |
| All | +1,568.0% | +187.7% | +1,380.2% | +577.5% |
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