+334.3%
SMH vs LLY
+372.4%
-38.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.8% |
| 7D | +2.5% | -2.1% | +4.7% | +2.9% |
| 30D | -0.5% | -1.6% | +1.1% | -0.4% |
| 3M | -9.6% | +2.3% | -11.9% | -10.7% |
| 6M | +42.1% | +14.9% | +27.2% | +36.5% |
| YTD | +57.4% | +7.5% | +50.0% | +52.8% |
| 1Y | +96.2% | +55.7% | +40.5% | +73.2% |
| 3Y | +267.9% | +110.6% | +157.3% | +197.8% |
| All | +334.3% | +372.4% | -38.1% | +161.2% |
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