+17,561.1%
LLY vs TECH
+101,053.9%
-83,492.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | +0.1% | -2.3% | -2.2% |
| 30D | -1.6% | +0.7% | -2.3% | -1.7% |
| 3M | +2.3% | +36.3% | -34.1% | -2.6% |
| 6M | +14.9% | +25.6% | -10.7% | +10.1% |
| YTD | +7.5% | +23.7% | -16.2% | +3.1% |
| 1Y | +55.7% | +37.6% | +18.0% | +46.8% |
| 3Y | +110.6% | -6.6% | +117.2% | +106.1% |
| 5Y | +363.4% | -42.2% | +405.7% | +378.9% |
| 10Y | +1,649.0% | +187.6% | +1,461.4% | +1,326.5% |
| All | +17,561.1% | +101,053.9% | -83,492.8% | +9,867.0% |
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