+2,043.2%
LLY vs TECH
+208.1%
+1,835.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -4.5% | +0.2% | -4.6% | -4.5% |
| 30D | +13.9% | +0.3% | +13.6% | +13.8% |
| 3M | +13.8% | +1.3% | +12.4% | +13.4% |
| 6M | +37.6% | +54.0% | -16.4% | +24.5% |
| YTD | +26.6% | +24.3% | +2.3% | +19.0% |
| 1Y | +45.3% | +25.8% | +19.5% | +36.2% |
| 3Y | +132.2% | +26.0% | +106.3% | +109.2% |
| 5Y | +434.7% | -40.1% | +474.8% | +465.1% |
| All | +2,043.2% | +208.1% | +1,835.1% | +1,172.6% |
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