+1,379.1%
LSCC vs TECH
+204.1%
+1,174.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.1% | +8.4% | +8.4% |
| 7D | +19.3% | +0.2% | +19.1% | +19.2% |
| 30D | -9.6% | +0.5% | -10.2% | -9.9% |
| 3M | -12.4% | +0.9% | -13.3% | -12.8% |
| 6M | -10.5% | +51.0% | -61.5% | -31.1% |
| YTD | +54.8% | +24.4% | +30.4% | +28.2% |
| 1Y | +79.4% | +27.6% | +51.8% | +45.4% |
| 3Y | +109.6% | +29.9% | +79.7% | +56.6% |
| 5Y | +40.4% | -40.6% | +81.0% | +74.8% |
| 10Y | +1,379.1% | +196.7% | +1,182.4% | +758.8% |
| All | +1,379.1% | +204.1% | +1,174.9% | +758.8% |
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