+243.1%
SMH vs LLY
+463.9%
-220.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.3% | +0.8% | +4.3% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | -19.2% | +19.7% | -38.9% | -21.7% |
| 3M | -16.4% | +19.3% | -35.6% | -19.0% |
| 6M | -14.0% | +49.3% | -63.3% | -21.1% |
| YTD | +35.3% | +32.0% | +3.3% | +26.6% |
| 1Y | +40.4% | +53.7% | -13.3% | +26.3% |
| 3Y | +226.8% | +143.7% | +83.1% | +158.1% |
| All | +243.1% | +463.9% | -220.8% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling