+1,253.2%
SMH vs LLY
+3,117.4%
-1,864.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.9% |
| 7D | +2.5% | -2.1% | +4.7% | +3.2% |
| 30D | -0.5% | -1.6% | +1.1% | -0.3% |
| 3M | -9.6% | +2.3% | -11.9% | -11.3% |
| 6M | +42.1% | +14.9% | +27.2% | +33.4% |
| YTD | +57.4% | +7.5% | +50.0% | +49.9% |
| 1Y | +96.2% | +55.7% | +40.5% | +63.4% |
| 3Y | +267.9% | +110.6% | +157.3% | +165.1% |
| 5Y | +327.7% | +363.4% | -35.8% | +124.3% |
| 10Y | +1,764.6% | +1,649.0% | +115.7% | +461.9% |
| All | +1,253.2% | +3,117.4% | -1,864.2% | +169.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling