+1,618.0%
LITE vs SMTC
+346.2%
+1,271.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +12.8% | -2.1% | +3.6% |
| 7D | -12.9% | -4.8% | -8.0% | -10.4% |
| 30D | -46.0% | -37.8% | -8.1% | -29.5% |
| 3M | -33.0% | -16.5% | -16.6% | -25.4% |
| 6M | -34.0% | -4.4% | -29.6% | -31.4% |
| YTD | +61.7% | +58.0% | +3.7% | +29.6% |
| 1Y | +148.3% | +62.0% | +86.3% | +98.9% |
| 3Y | +1,408.5% | +745.7% | +662.8% | +364.1% |
| 5Y | +546.2% | +29.0% | +517.1% | +388.3% |
| All | +1,618.0% | +346.2% | +1,271.9% | +475.3% |
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