+324.2%
SMH vs LEN
-13.7%
+337.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -1.1% |
| 7D | +1.4% | -7.8% | +9.1% | +4.6% |
| 30D | -2.2% | -11.0% | +8.8% | +2.1% |
| 3M | -1.9% | -12.8% | +10.9% | +2.7% |
| 6M | +41.0% | -20.2% | +61.2% | +52.6% |
| YTD | +55.6% | -23.0% | +78.6% | +69.2% |
| 1Y | +86.8% | -41.8% | +128.6% | +126.5% |
| 3Y | +277.7% | -28.8% | +306.5% | +282.1% |
| 5Y | +324.2% | -12.6% | +336.8% | +265.4% |
| All | +324.2% | -13.7% | +337.8% | +265.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling