+14.2%
LMT vs SMTC
+169.6%
-155.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -1.1% |
| 7D | -0.2% | +13.1% | -13.3% | -0.2% |
| 30D | -13.1% | +19.5% | -32.5% | -13.0% |
| 3M | -3.9% | +2.2% | -6.1% | -4.0% |
| 6M | -18.3% | +94.9% | -113.1% | -19.9% |
| YTD | +10.3% | +127.0% | -116.6% | +8.3% |
| 1Y | +14.2% | +174.6% | -160.3% | +12.8% |
| All | +14.2% | +169.6% | -155.4% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling