+2,418.2%
TECH vs LII
+2,734.1%
-316.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.7% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | +0.3% | -4.6% | +4.9% | +1.3% |
| 3M | +1.3% | -21.2% | +22.6% | +7.7% |
| 6M | +54.0% | -36.4% | +90.4% | +72.0% |
| YTD | +24.3% | -28.9% | +53.2% | +33.7% |
| 1Y | +25.8% | -29.5% | +55.3% | +35.6% |
| 3Y | +26.0% | -8.6% | +34.5% | +26.1% |
| 5Y | -40.1% | +20.2% | -60.3% | -44.9% |
| 10Y | +210.6% | +166.2% | +44.3% | +129.8% |
| All | +2,418.2% | +2,734.1% | -316.0% | +757.4% |
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