+189.3%
TECH vs LII
+169.1%
+20.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.4% |
| 7D | +0.1% | +2.9% | -2.8% | -1.0% |
| 30D | +0.5% | +0.9% | -0.4% | -0.5% |
| 3M | +1.1% | -15.5% | +16.6% | +7.1% |
| 6M | +62.8% | -30.2% | +93.0% | +83.1% |
| YTD | +24.5% | -26.8% | +51.3% | +35.4% |
| 1Y | +20.6% | -25.3% | +45.9% | +30.0% |
| 3Y | +29.5% | -7.8% | +37.2% | +27.3% |
| 5Y | -40.9% | +17.0% | -57.9% | -49.3% |
| All | +189.3% | +169.1% | +20.2% | +101.3% |
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