+2,898.2%
LITE vs SMTC
+411.4%
+2,486.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -17.5% | -1.2% | -9.3% |
| 7D | -44.6% | -35.0% | -9.6% | -29.6% |
| 30D | -55.0% | -53.6% | -1.4% | -31.7% |
| 3M | -38.3% | -24.5% | -13.8% | -27.5% |
| 6M | -48.8% | -19.0% | -29.8% | -41.6% |
| YTD | +38.3% | +24.2% | +14.1% | +27.7% |
| 1Y | +119.0% | +35.6% | +83.4% | +96.4% |
| 3Y | +1,092.0% | +521.9% | +570.1% | +358.6% |
| 5Y | +446.1% | +1.5% | +444.6% | +369.7% |
| 10Y | +1,381.7% | +274.7% | +1,107.0% | +591.0% |
| All | +2,898.2% | +411.4% | +2,486.8% | +1,278.7% |
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