+348.9%
SMH vs LTH
+150.3%
+198.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | +1.4% | -3.7% | +5.1% | +2.5% |
| 30D | -2.2% | -5.3% | +3.1% | -0.8% |
| 3M | -1.9% | +24.2% | -26.1% | -8.4% |
| 6M | +41.0% | +54.8% | -13.8% | +22.7% |
| YTD | +55.6% | +56.1% | -0.5% | +34.6% |
| 1Y | +86.8% | +45.5% | +41.3% | +64.3% |
| 3Y | +277.7% | +155.9% | +121.8% | +174.6% |
| All | +348.9% | +150.3% | +198.6% | +197.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling