+1,817.6%
SMH vs LNT
+148.3%
+1,669.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.3% | -1.0% | +1.3% | +0.5% |
| 30D | -2.8% | -4.2% | +1.5% | -1.8% |
| 3M | -6.7% | -6.7% | 0.0% | -5.5% |
| 6M | +41.8% | -3.6% | +45.3% | +42.2% |
| YTD | +57.9% | +5.9% | +52.0% | +54.3% |
| 1Y | +87.6% | +7.3% | +80.4% | +82.4% |
| 3Y | +282.9% | +46.5% | +236.5% | +233.1% |
| 5Y | +330.4% | +32.5% | +297.9% | +283.3% |
| All | +1,817.6% | +148.3% | +1,669.3% | +1,330.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 10y: compounded portfolio wealth divided by compounded LNT 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…
10y analysis · Full analysis span regression · 6 months rolling