+1,269.2%
SMH vs LEN
+1,118.6%
+150.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +2.3% |
| 7D | +5.2% | -2.9% | +8.1% | +6.1% |
| 30D | -1.5% | -8.9% | +7.3% | +0.9% |
| 3M | -4.1% | -10.9% | +6.8% | -1.4% |
| 6M | +50.8% | -19.7% | +70.4% | +59.6% |
| YTD | +59.3% | -20.6% | +79.9% | +68.4% |
| 1Y | +94.1% | -42.4% | +136.5% | +123.6% |
| 3Y | +286.7% | -26.5% | +313.3% | +305.3% |
| 5Y | +339.4% | -10.9% | +350.4% | +332.5% |
| 10Y | +1,803.3% | +100.6% | +1,702.6% | +1,298.3% |
| All | +1,269.2% | +1,118.6% | +150.6% | +314.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded LEN 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling