+190.4%
LMT vs SMTC
+333.2%
-142.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.7% | -1.1% |
| 7D | +5.1% | +11.0% | -5.9% | +4.5% |
| 30D | +14.1% | -28.5% | +42.6% | +15.6% |
| 3M | +0.3% | -14.2% | +14.5% | +0.1% |
| 6M | +16.1% | -18.0% | +34.1% | +15.3% |
| YTD | +25.5% | +55.5% | -30.0% | +18.9% |
| 1Y | +34.1% | +69.5% | -35.4% | +26.3% |
| 3Y | +45.1% | +699.7% | -654.6% | +10.7% |
| 5Y | +100.9% | +27.4% | +73.5% | +92.3% |
| All | +190.4% | +333.2% | -142.8% | +116.9% |
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