+45.1%
LMT vs SMTC
+698.5%
-653.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.7% | -1.4% |
| 7D | +5.1% | +11.0% | -5.9% | +5.2% |
| 30D | +14.1% | -28.5% | +42.6% | +13.6% |
| 3M | +0.3% | -14.2% | +14.5% | +0.1% |
| 6M | +16.1% | -18.0% | +34.1% | +15.8% |
| YTD | +25.5% | +55.5% | -30.0% | +25.8% |
| 1Y | +34.1% | +69.5% | -35.4% | +34.7% |
| 3Y | +45.1% | +699.7% | -654.6% | +52.3% |
| All | +45.1% | +698.5% | -653.5% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling