+216.7%
SMH vs LII
+19.9%
+196.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.6% | +4.6% |
| 7D | -11.2% | -0.6% | -10.6% | -11.0% |
| 30D | -25.8% | -4.6% | -21.2% | -24.8% |
| 3M | -18.8% | -21.2% | +2.4% | -9.6% |
| 6M | -15.6% | -36.4% | +20.8% | +3.2% |
| YTD | +28.8% | -28.9% | +57.8% | +46.2% |
| 1Y | +32.6% | -29.5% | +62.1% | +50.8% |
| 3Y | +213.6% | -8.6% | +222.2% | +193.7% |
| All | +216.7% | +19.9% | +196.8% | +131.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling