+2,414.0%
TECH vs LII
+2,790.7%
-376.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.7% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | +0.3% | -4.6% | +4.9% | +1.2% |
| 3M | +1.0% | -21.7% | +22.7% | +7.6% |
| 6M | +28.6% | -32.8% | +61.4% | +41.1% |
| YTD | +24.1% | -27.5% | +51.6% | +32.7% |
| 1Y | +21.9% | -28.0% | +49.9% | +30.6% |
| 3Y | +25.7% | -7.2% | +32.9% | +25.3% |
| 5Y | -40.2% | +22.6% | -62.8% | -45.3% |
| 10Y | +210.1% | +171.5% | +38.5% | +128.2% |
| All | +2,414.0% | +2,790.7% | -376.6% | +751.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling