+1,269.2%
SMH vs LH
+2,211.7%
-942.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | +5.2% | -0.8% | +6.1% | +5.5% |
| 30D | -1.5% | +2.0% | -3.5% | -2.3% |
| 3M | -4.1% | +24.3% | -28.3% | -11.8% |
| 6M | +50.8% | +21.1% | +29.7% | +39.6% |
| YTD | +59.3% | +30.4% | +28.9% | +43.2% |
| 1Y | +94.1% | +18.4% | +75.7% | +80.0% |
| 3Y | +286.7% | +65.5% | +221.3% | +212.9% |
| 5Y | +339.4% | +29.9% | +309.6% | +284.9% |
| 10Y | +1,803.3% | +186.6% | +1,616.6% | +1,125.5% |
| All | +1,269.2% | +2,211.7% | -942.5% | +450.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling