+12,808.2%
LMT vs SMTC
+48,791.7%
-35,983.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.7% | -1.2% |
| 7D | +5.1% | +11.0% | -5.9% | +4.6% |
| 30D | +14.1% | -28.5% | +42.6% | +15.4% |
| 3M | +0.3% | -14.2% | +14.5% | +0.3% |
| 6M | +16.1% | -18.0% | +34.1% | +15.7% |
| YTD | +25.5% | +55.5% | -30.0% | +21.1% |
| 1Y | +34.1% | +69.5% | -35.4% | +28.9% |
| 3Y | +45.1% | +699.7% | -654.6% | +26.2% |
| 5Y | +100.9% | +27.4% | +73.5% | +88.3% |
| 10Y | +199.4% | +335.7% | -136.3% | +161.5% |
| All | +12,808.2% | +48,791.7% | -35,983.5% | +10,191.8% |
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 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