+2,331.0%
LITE vs TECH
+187.6%
+2,143.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | +6.7% | +0.7% | +5.9% | +6.4% |
| 3M | -6.8% | +36.3% | -43.1% | -19.4% |
| 6M | +29.4% | +25.6% | +3.9% | +13.6% |
| YTD | +139.1% | +23.7% | +115.4% | +109.2% |
| 1Y | +521.0% | +37.6% | +483.4% | +411.4% |
| 3Y | +1,535.3% | -6.6% | +1,541.9% | +1,450.6% |
| 5Y | +889.8% | -42.2% | +932.1% | +1,061.0% |
| All | +2,331.0% | +187.6% | +2,143.5% | +938.2% |
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