+1,817.6%
SMH vs LH
+183.3%
+1,634.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.8% |
| 7D | +0.3% | -4.7% | +5.0% | +2.4% |
| 30D | -2.8% | -3.5% | +0.7% | -1.3% |
| 3M | -6.7% | +17.7% | -24.4% | -13.9% |
| 6M | +41.8% | +15.8% | +26.0% | +31.4% |
| YTD | +57.9% | +25.1% | +32.8% | +40.6% |
| 1Y | +87.6% | +12.5% | +75.1% | +74.7% |
| 3Y | +282.9% | +59.8% | +223.2% | +194.1% |
| 5Y | +330.4% | +27.1% | +303.3% | +264.6% |
| All | +1,817.6% | +183.3% | +1,634.3% | +978.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling