+1,253.2%
SMH vs LEN
+1,167.3%
+85.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.9% |
| 7D | +2.5% | -3.2% | +5.7% | +3.5% |
| 30D | -0.5% | -4.9% | +4.4% | +0.8% |
| 3M | -9.6% | -8.5% | -1.2% | -7.7% |
| 6M | +42.1% | -20.7% | +62.7% | +51.0% |
| YTD | +57.4% | -17.4% | +74.9% | +64.6% |
| 1Y | +96.2% | -38.2% | +134.5% | +121.6% |
| 3Y | +267.9% | -24.9% | +292.8% | +283.0% |
| 5Y | +327.7% | -11.4% | +339.1% | +321.5% |
| 10Y | +1,764.6% | +110.0% | +1,654.6% | +1,252.5% |
| All | +1,253.2% | +1,167.3% | +85.9% | +305.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling