+2,053.0%
LLY vs TECH
+187.7%
+1,865.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +4.6% | +0.2% | +4.3% | +4.5% |
| 30D | +22.4% | +0.5% | +21.9% | +22.2% |
| 3M | +17.1% | +1.0% | +16.2% | +16.9% |
| 6M | +44.6% | +54.1% | -9.4% | +31.1% |
| YTD | +33.5% | +24.4% | +9.1% | +25.5% |
| 1Y | +41.1% | +19.3% | +21.8% | +33.8% |
| 3Y | +143.8% | +28.5% | +115.2% | +118.7% |
| 5Y | +473.4% | -41.0% | +514.3% | +507.7% |
| All | +2,053.0% | +187.7% | +1,865.3% | +1,261.6% |
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