+222.0%
LHX vs SMTC
+548.2%
-326.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -1.5% |
| 7D | -4.3% | +13.1% | -17.3% | -5.2% |
| 30D | -15.1% | +19.5% | -34.6% | -16.7% |
| 3M | -21.0% | +2.2% | -23.2% | -21.9% |
| 6M | -32.0% | +94.9% | -126.9% | -37.4% |
| YTD | -15.3% | +127.0% | -142.3% | -23.4% |
| 1Y | -11.1% | +174.6% | -185.6% | -21.4% |
| 3Y | +54.0% | +615.9% | -561.9% | +11.5% |
| 5Y | +17.1% | +125.6% | -108.5% | -0.3% |
| All | +222.0% | +548.2% | -326.2% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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