-15.4%
SMH vs LLY
+49.3%
-64.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.3% | +0.8% | +6.3% |
| 7D | -4.1% | +0.1% | -4.2% | -4.4% |
| 30D | -19.2% | +19.7% | -38.9% | -12.9% |
| 3M | -16.4% | +19.3% | -35.6% | -9.3% |
| All | -15.4% | +49.3% | -64.7% | -4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling