+1,063.2%
SMH vs LII
+4,129.7%
-3,066.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.2% |
| 7D | -4.1% | -1.2% | -2.9% | -3.6% |
| 30D | -19.2% | -2.0% | -17.3% | -19.2% |
| 3M | -16.4% | -20.2% | +3.9% | -9.1% |
| 6M | -14.0% | -32.5% | +18.6% | -0.9% |
| YTD | +35.3% | -27.4% | +62.7% | +49.9% |
| 1Y | +40.4% | -28.2% | +68.6% | +56.0% |
| 3Y | +226.8% | -7.2% | +234.1% | +222.4% |
| 5Y | +232.3% | +19.9% | +212.4% | +191.4% |
| 10Y | +1,469.9% | +168.6% | +1,301.3% | +881.2% |
| All | +1,063.2% | +4,129.7% | -3,066.5% | +110.7% |
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