+286.8%
SMH vs LTH
+155.4%
+131.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | +4.3% | -4.0% | +8.3% | +5.4% |
| 30D | +0.9% | -1.7% | +2.5% | +1.2% |
| 3M | -2.8% | +28.0% | -30.8% | -9.5% |
| 6M | +45.6% | +54.1% | -8.4% | +28.6% |
| YTD | +59.5% | +57.1% | +2.4% | +39.7% |
| 1Y | +93.4% | +45.8% | +47.7% | +72.4% |
| All | +286.8% | +155.4% | +131.5% | +213.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling