+10,808.2%
LSCC vs TECH
+101,053.8%
-90,245.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | -9.7% | +0.7% | -10.4% | -9.9% |
| 3M | -23.7% | +36.3% | -60.1% | -31.8% |
| 6M | +26.5% | +25.6% | +0.9% | +14.3% |
| YTD | +57.5% | +23.7% | +33.8% | +42.5% |
| 1Y | +75.7% | +37.6% | +38.0% | +52.2% |
| 3Y | +19.5% | -6.6% | +26.0% | +17.0% |
| 5Y | +83.8% | -42.2% | +126.0% | +110.8% |
| 10Y | +1,772.4% | +187.6% | +1,584.8% | +1,244.0% |
| All | +10,808.2% | +101,053.8% | -90,245.6% | +4,117.2% |
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