+1,803.3%
SMH vs LII
+167.7%
+1,635.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.9% |
| 7D | +5.2% | +2.1% | +3.1% | +4.1% |
| 30D | -1.5% | -12.4% | +10.9% | +4.9% |
| 3M | -4.1% | -24.8% | +20.7% | +8.5% |
| 6M | +50.8% | -25.2% | +75.9% | +70.3% |
| YTD | +59.3% | -20.3% | +79.6% | +72.8% |
| 1Y | +94.1% | -32.9% | +127.0% | +128.7% |
| 3Y | +286.7% | +2.0% | +284.7% | +256.9% |
| 5Y | +339.4% | +24.4% | +315.0% | +253.4% |
| 10Y | +1,803.3% | +167.2% | +1,636.1% | +978.9% |
| All | +1,803.3% | +167.7% | +1,635.6% | +978.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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