+290.0%
SMH vs LTH
+180.7%
+109.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.1% | -3.6% |
| 7D | +4.9% | -1.3% | +6.2% | +5.2% |
| 30D | -13.8% | +15.7% | -29.5% | -17.5% |
| 3M | -17.4% | +5.0% | -22.4% | -18.9% |
| 6M | -15.0% | +37.7% | -52.6% | -23.3% |
| YTD | +35.2% | +75.0% | -39.9% | +12.7% |
| 1Y | +41.6% | +82.6% | -41.0% | +16.5% |
| 3Y | +215.6% | +241.3% | -25.7% | +111.3% |
| 5Y | +233.2% | +135.4% | +97.8% | +115.4% |
| All | +290.0% | +180.7% | +109.3% | +149.1% |
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