+1,523.4%
SMH vs LLY
+2,041.7%
-518.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.7% |
| 7D | +0.5% | +1.4% | -0.8% | +0.3% |
| 30D | -14.2% | +21.5% | -35.8% | -18.3% |
| 3M | -11.5% | +18.5% | -30.0% | -15.4% |
| 6M | -12.0% | +49.1% | -61.1% | -21.5% |
| YTD | +40.8% | +34.4% | +6.4% | +28.0% |
| 1Y | +44.9% | +46.3% | -1.4% | +28.3% |
| 3Y | +226.7% | +145.5% | +81.3% | +140.8% |
| 5Y | +250.6% | +472.7% | -222.1% | +90.2% |
| 10Y | +1,523.4% | +2,049.9% | -526.6% | +453.9% |
| All | +1,523.4% | +2,041.7% | -518.3% | +453.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 LLY 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