+96.2%
SMH vs LTH
+54.1%
+42.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.6% |
| 7D | +2.5% | -0.6% | +3.2% | +2.6% |
| 30D | -0.5% | -4.6% | +4.1% | +0.2% |
| 3M | -9.6% | +32.8% | -42.5% | -15.8% |
| 6M | +42.1% | +64.6% | -22.6% | +26.2% |
| YTD | +57.4% | +62.6% | -5.2% | +40.6% |
| 1Y | +96.2% | +49.9% | +46.3% | +85.5% |
| All | +96.2% | +54.1% | +42.1% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling