-21.4%
SMH vs LITE
-38.2%
+16.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -18.7% | +7.5% | -5.2% |
| 7D | -20.3% | -44.6% | +24.3% | -5.4% |
| 30D | -29.2% | -55.0% | +25.8% | -12.2% |
| 3M | -21.4% | -38.3% | +16.9% | -10.5% |
| All | -21.4% | -38.2% | +16.8% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LITE.
Daily Out/Under-Performance
Portfolio return minus LITE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LITE 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 3mo: compounded portfolio wealth divided by compounded LITE 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…
3mo analysis · Full analysis span regression · Available span rolling