+215.6%
SMH vs LEN
-25.9%
+241.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +4.9% | -5.8% | +10.7% | +6.0% |
| 30D | -13.8% | +13.7% | -27.5% | -16.7% |
| 3M | -17.4% | -3.9% | -13.5% | -17.2% |
| 6M | -15.0% | -0.4% | -14.6% | -15.8% |
| YTD | +35.2% | -16.8% | +52.0% | +38.4% |
| 1Y | +41.6% | -29.5% | +71.1% | +50.1% |
| 3Y | +215.6% | -25.6% | +241.2% | +202.7% |
| All | +215.6% | -25.9% | +241.5% | +202.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling