+302.0%
SMH vs LTH
+174.8%
+127.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.1% | +0.1% |
| 7D | +12.1% | -4.6% | +16.7% | +13.5% |
| 30D | -14.7% | +14.8% | -29.5% | -18.2% |
| 3M | -14.2% | +3.9% | -18.1% | -15.6% |
| 6M | -10.6% | +35.5% | -46.1% | -19.0% |
| YTD | +39.3% | +71.3% | -32.0% | +16.9% |
| 1Y | +41.6% | +75.7% | -34.1% | +17.8% |
| 3Y | +223.4% | +231.9% | -8.6% | +118.3% |
| 5Y | +243.5% | +130.5% | +113.0% | +123.4% |
| All | +302.0% | +174.8% | +127.2% | +158.4% |
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