-10.6%
SMH vs LLY
+46.9%
-57.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.2% |
| 7D | +12.1% | +4.6% | +7.5% | +13.4% |
| 30D | -14.7% | +22.4% | -37.0% | -7.5% |
| 3M | -14.2% | +17.1% | -31.3% | -8.0% |
| 6M | -10.6% | +44.6% | -55.2% | -1.7% |
| All | -10.6% | +46.9% | -57.5% | -1.7% |
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 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