+9,784.2%
LSCC vs TECH
+101,542.6%
-91,758.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.2% | +7.0% | +7.1% |
| 7D | +13.0% | +0.2% | +12.8% | +12.9% |
| 30D | -19.8% | +0.3% | -20.2% | -19.9% |
| 3M | -18.4% | +1.3% | -19.7% | -18.8% |
| 6M | -16.1% | +54.0% | -70.1% | -28.4% |
| YTD | +42.7% | +24.3% | +18.4% | +28.9% |
| 1Y | +68.0% | +25.8% | +42.2% | +50.8% |
| 3Y | +85.8% | +26.0% | +59.9% | +64.8% |
| 5Y | +28.0% | -40.1% | +68.2% | +45.5% |
| 10Y | +1,255.1% | +210.6% | +1,044.5% | +852.8% |
| All | +9,784.2% | +101,542.6% | -91,758.4% | +3,715.2% |
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