+41.6%
SMH vs LLY
+43.8%
-2.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -2.9% |
| 7D | +4.9% | +6.6% | -1.7% | +5.7% |
| 30D | -13.8% | +19.4% | -33.2% | -11.6% |
| 3M | -17.4% | +19.6% | -36.9% | -15.0% |
| 6M | -15.0% | +42.6% | -57.5% | -12.6% |
| YTD | +35.2% | +35.0% | +0.2% | +38.3% |
| 1Y | +41.6% | +42.0% | -0.4% | +45.4% |
| All | +41.6% | +43.8% | -2.2% | +45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling