+1,253.2%
SMH vs LII
+4,608.9%
-3,355.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.5% | +2.1% |
| 7D | +2.5% | -0.7% | +3.2% | +2.8% |
| 30D | -0.5% | -12.6% | +12.1% | +5.0% |
| 3M | -9.6% | -24.4% | +14.8% | +0.1% |
| 6M | +42.1% | -28.7% | +70.8% | +60.7% |
| YTD | +57.4% | -19.1% | +76.6% | +68.2% |
| 1Y | +96.2% | -29.7% | +125.9% | +120.7% |
| 3Y | +267.9% | +4.8% | +263.1% | +247.2% |
| 5Y | +327.7% | +24.6% | +303.1% | +271.3% |
| 10Y | +1,764.6% | +169.2% | +1,595.4% | +1,069.1% |
| All | +1,253.2% | +4,608.9% | -3,355.6% | +136.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling