+186.4%
TECH vs LII
+168.6%
+17.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | +0.7% | -12.6% | +13.3% | +6.1% |
| 3M | +36.3% | -24.4% | +60.8% | +50.1% |
| 6M | +25.6% | -28.7% | +54.3% | +40.1% |
| YTD | +23.7% | -19.1% | +42.8% | +30.4% |
| 1Y | +37.6% | -29.7% | +67.3% | +53.4% |
| 3Y | -6.6% | +4.8% | -11.4% | -12.4% |
| 5Y | -42.2% | +24.6% | -66.8% | -51.5% |
| All | +186.4% | +168.6% | +17.9% | +97.3% |
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