+7,517.2%
LHX vs SMTC
+69,847.7%
-62,330.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -3.7% | +22.5% | -26.2% | -5.9% |
| 30D | -13.2% | +24.9% | -38.0% | -15.7% |
| 3M | -18.4% | +4.1% | -22.4% | -20.0% |
| 6M | -32.0% | +92.6% | -124.5% | -38.5% |
| YTD | -13.6% | +122.5% | -136.1% | -23.4% |
| 1Y | -6.0% | +166.2% | -172.2% | -18.6% |
| 3Y | +57.9% | +577.2% | -519.2% | +13.8% |
| 5Y | +19.2% | +119.0% | -99.7% | -4.4% |
| 10Y | +232.3% | +527.9% | -295.6% | +125.9% |
| All | +7,517.2% | +69,847.7% | -62,330.5% | +3,887.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling