+1,269.2%
SMH vs LNT
+1,299.8%
-30.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.2% | +0.8% |
| 7D | +5.2% | +1.0% | +4.2% | +4.8% |
| 30D | -1.5% | -1.1% | -0.4% | -1.1% |
| 3M | -4.1% | -3.6% | -0.5% | -3.1% |
| 6M | +50.8% | -2.7% | +53.4% | +51.1% |
| YTD | +59.3% | +8.0% | +51.3% | +52.7% |
| 1Y | +94.1% | +10.5% | +83.6% | +83.9% |
| 3Y | +286.7% | +49.6% | +237.2% | +213.8% |
| 5Y | +339.4% | +32.2% | +307.2% | +269.8% |
| 10Y | +1,803.3% | +141.8% | +1,661.5% | +1,058.6% |
| All | +1,269.2% | +1,299.8% | -30.6% | +250.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling