+28.5%
TECH vs LII
-8.4%
+36.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +0.2% | +0.4% | -0.2% | 0.0% |
| 30D | +0.5% | -2.4% | +2.9% | +0.8% |
| 3M | +1.1% | -17.5% | +18.6% | +8.2% |
| 6M | +51.0% | -32.8% | +83.9% | +72.7% |
| YTD | +24.4% | -27.7% | +52.0% | +34.9% |
| 1Y | +27.4% | -28.1% | +55.5% | +38.3% |
| 3Y | +28.5% | -9.7% | +38.2% | +20.7% |
| All | +28.5% | -8.4% | +36.9% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling