+9,126.4%
LSCC vs TECH
+101,375.0%
-92,248.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.8% |
| YTD | +33.2% | +24.1% | +9.1% | +20.4% |
| 1Y | +55.2% | +21.9% | +33.3% | +40.9% |
| 3Y | +70.1% | +25.7% | +44.4% | +51.0% |
| 5Y | +19.5% | -40.2% | +59.7% | +35.9% |
| 10Y | +1,164.9% | +210.1% | +954.8% | +789.8% |
| All | +9,126.4% | +101,375.0% | -92,248.7% | +3,463.1% |
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