+71.8%
LMT vs SMTC
+116.8%
-45.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.2% |
| 7D | -1.3% | +22.5% | -23.8% | -1.2% |
| 30D | -12.5% | +24.9% | -37.4% | -12.4% |
| 3M | -0.5% | +4.1% | -4.5% | -0.4% |
| 6M | -20.0% | +92.6% | -112.6% | -19.9% |
| YTD | +10.4% | +122.5% | -112.1% | +10.6% |
| 1Y | +17.7% | +166.2% | -148.5% | +18.1% |
| 3Y | +34.3% | +577.2% | -542.9% | +35.0% |
| 5Y | +71.8% | +119.0% | -47.2% | +67.4% |
| All | +71.8% | +116.8% | -45.0% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling