+1,402.3%
LITE vs SMTC
+313.7%
+1,088.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +12.7% | -7.1% | -1.4% |
| 7D | -35.9% | -19.0% | -17.0% | -27.7% |
| 30D | -51.5% | -46.7% | -4.8% | -31.1% |
| 3M | -35.7% | -23.4% | -12.3% | -24.9% |
| 6M | -43.0% | -13.4% | -29.6% | -37.4% |
| YTD | +46.1% | +40.1% | +6.1% | +25.1% |
| 1Y | +124.7% | +47.7% | +77.0% | +89.8% |
| 3Y | +1,172.1% | +606.9% | +565.1% | +331.2% |
| 5Y | +477.0% | +14.4% | +462.6% | +365.9% |
| All | +1,402.3% | +313.7% | +1,088.7% | +452.6% |
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