+1,351.6%
LSCC vs TECH
+187.9%
+1,163.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.5% | -5.5% |
| 7D | +7.0% | +0.1% | +6.8% | +6.9% |
| 30D | -2.3% | +0.5% | -2.8% | -2.6% |
| 3M | -12.5% | +1.1% | -13.6% | -13.1% |
| 6M | -10.6% | +62.8% | -73.4% | -34.1% |
| YTD | +52.7% | +24.5% | +28.2% | +26.4% |
| 1Y | +74.0% | +20.6% | +53.3% | +46.4% |
| 3Y | +104.8% | +29.5% | +75.3% | +53.3% |
| 5Y | +36.2% | -40.9% | +77.2% | +70.1% |
| All | +1,351.6% | +187.9% | +1,163.7% | +738.0% |
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 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