+73.5%
LSCC vs TECH
+25.7%
+47.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.1% | -8.5% | -8.6% |
| 7D | -4.8% | -0.1% | -4.8% | -4.8% |
| 30D | -27.1% | +0.3% | -27.4% | -27.2% |
| 3M | -23.6% | +1.0% | -24.6% | -23.9% |
| 6M | -19.8% | +28.6% | -48.4% | -30.0% |
| YTD | +33.2% | +24.1% | +9.1% | +16.4% |
| 1Y | +55.2% | +21.9% | +33.3% | +36.3% |
| All | +73.5% | +25.7% | +47.8% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling