+189.2%
TECH vs LII
+166.1%
+23.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.3% |
| 7D | +0.2% | -0.2% | +0.5% | +0.3% |
| 30D | +0.5% | -0.6% | +1.1% | +0.1% |
| 3M | +1.0% | -17.0% | +17.9% | +7.7% |
| 6M | +54.1% | -31.1% | +85.2% | +74.1% |
| YTD | +24.4% | -27.7% | +52.1% | +35.9% |
| 1Y | +19.3% | -26.2% | +45.5% | +29.2% |
| 3Y | +28.5% | -9.6% | +38.1% | +27.4% |
| 5Y | -41.0% | +15.7% | -56.6% | -49.1% |
| All | +189.2% | +166.1% | +23.1% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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